How to compute the Wasserstein Distance between two random 2-D possibility distribution functions?

23 views (last 30 days)
Deyun
Deyun on 12 Nov 2024 at 14:17
Edited: Torsten on 12 Nov 2024 at 14:25
I have two 2-D possibility distribution functions, now I need to compute the Wasserstein Distance between them. However, I cannot find any code or functions that can treat 2D PDF, all existing code can only deal with the 1-D curves.
  1 Comment
Torsten
Torsten on 12 Nov 2024 at 14:24
Edited: Torsten on 12 Nov 2024 at 14:25
Never heard of the Wasserstein Distance for 2d probability density functions. Can you give the definition ?

Sign in to comment.

Sign in to answer this question.

Answers (0)

Categories

Find more on Yield Curves in Help Center and File Exchange

Tags

Products

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!