Formal Riemannian Structure of the Wasserstein metric

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Given a closed and convex space , two probability measures on the same space, , the Wasserstein metric is defined as

where is a transport plan from to .

Basic Structure of Riemannian Manifolds

Tangent Space Induced by Wasserstein Metric

Riemannian Metric Induced by Wasserstein Metric

References

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