wasserstein.h File Reference

#include <cmp_defines.h>
#include <vector>
#include <random>
#include <Eigen/Dense>

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Namespaces
namespace	cmp

Functions
double	cmp::wasserstein1D (Eigen::VectorXd &s1, Eigen::VectorXd &s2, double p)
	Computes the 1D Wasserstein distance between two empirical distributions.
double	cmp::slicedWassersteinDistance (const Eigen::MatrixXd &samples_1, const Eigen::MatrixXd &samples_2, double p, int slices, size_t seed=42)
	Computes the sliced-Wasserstein distance of order p between two n-dimensional datasets.