INTRODUCTION. Either downloading the slides on Optimal Transport (OT) from the Marco Cuturi website (go to section "Teaching ENSAE --> OT --> Optimal Transport (Spring 2023) [slides]" and click on "slides"), or just watching his lectures on YouTube (Part 1, Part 2 and Part 3), Dr. Cuturi shows the following:
- the Monge Problem (pag. 157/432),
- the Primal form of the Kantorovich problem (pag. 168/432),
- the Dual form of the Kantorovich problem (pag. 170/432),
- the definition of the Wasserstein Distance (pag. 192/432),
- the Semi-Dual form of the Wasserstein Distance (pag. 192/432),
- the $W_1$ Wasserstein Distance written using the inverse cumulative distribution functions (pag. 243/432, or Part 3 at minute 8:25)
QUESTION. How can I derive the object "6. the $W_1$ Wasserstein Distance written using the inverse cumulative distribution functions (pag. 243/432)" from either object 1., or 2., or 3., or 4., or 5.?
In other words, where does the object "6. the $W_1$ Wasserstein Distance written using the inverse cumulative distribution functions (pag. 243/432)" come from?
Any suggestion is welcome!





