Wasserstein distance
Published:
the Wasserstein metric can aid in comparing two probability distributions. it reflects the minimum amount of total work required to turn one into the other (being lazy, but smart). metric = shaded yellow area between the CDFs. (1D is easy, >1D requires more planning to stay lazy) pic.twitter.com/kbf3imh2Ug
— Natalie Schaworonkow (@nschawor) May 18, 2020