A short introduction to optimal transport and Wasserstein distance (2020)
A Short Introduction to Optimal Transport and Wasserstein Distance These notes provide a brief introduction to optimal transport theory, prioritizing intuition over mathematical rigor. A more rigorous presentation would require some additional background in measure theory. Other good introductory resources for optimal transport theory include: Why Optimal Transport Theory? A fundamental problem in statistics and machine learning is to come up with useful measures of “distance” between pairs o