Wasserstein metricIn mathematics, the Wasserstein distance or Kantorovich–Rubinstein metric is a distance function defined between probability distributions on a given metric space . It is named after Leonid Vaseršteĭn. Intuitively, if each distribution is viewed as a unit amount of earth (soil) piled on , the metric is the minimum "cost" of turning one pile into the other, which is assumed to be the amount of earth that needs to be moved times the mean distance it has to be moved. This problem was first formalised by Gaspard Monge in 1781.
Support functionIn mathematics, the support function hA of a non-empty closed convex set A in describes the (signed) distances of supporting hyperplanes of A from the origin. The support function is a convex function on . Any non-empty closed convex set A is uniquely determined by hA. Furthermore, the support function, as a function of the set A, is compatible with many natural geometric operations, like scaling, translation, rotation and Minkowski addition. Due to these properties, the support function is one of the most central basic concepts in convex geometry.
Convex analysisConvex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory. Convex set A subset of some vector space is if it satisfies any of the following equivalent conditions: If is real and then If is real and with then Convex function Throughout, will be a map valued in the extended real numbers with a domain that is a convex subset of some vector space.
