Suppose we have (practically infinite number of) i.i.d. samples from two probability measures on $\mathbb{R}^d$, not necessarily having a density with respect to the Lebesgue measure on $\mathbb{R}^d$. Is there a way to use those samples to calculate some distance, say Wasserstein, between the two measures ?
2026-04-07 16:09:41.1775578181
Distance between two measures
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