Wasserstein and weighted metrics for multidimensional Gaussian distributions

DOI10.18500/1816-9791-2023-23-4-422-434zbMath1546.60034MaRDI QIDQ6535771

M. Ya. Kel'bert, Yu. M. Sukhov

Publication date: 13 February 2024

Published in: Izvestiya Saratovskogo Universiteta. Novaya Seriya. Seriya Matematika, Mekhanika, Informatika (Search for Journal in Brave)

zbMATH Keywords

Wasserstein distanceLévy-Prokhorov distanceDobrushin's inequalityweighted Fano's inequalityweighted le Cam's inequalityweighted Pinsker's inequalityweighted total variance distance

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probabilistic measure theory (60A10) Statistical aspects of information-theoretic topics (62B10)

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