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Expected value and a Cayley–Menger-type formula for the generalized earth mover's distance

William Q. Erickson

Vol. 16 (2025), No. 1, 55–75
Abstract

The earth mover’s distance (EMD), also known as the 1-Wasserstein metric, measures the minimum amount of work required to transform one probability distribution into another. The EMD can be naturally generalized to measure the “distance” between any number (say d) of distributions. In previous work (2021), we found a recursive formula for the expected value of the generalized EMD, assuming the uniform distribution on the standard n-simplex. This recursion, however, was computationally expensive, requiring d+n d many iterations. The main result of the present paper is a nonrecursive formula for this expected value, expressed as the integral of a certain polynomial of degree at most dn. As a secondary result, we resolve an unanswered problem by giving a formula for the generalized EMD in terms of pairwise EMDs; this can be viewed as an analogue of the Cayley–Menger determinant formula that gives the hypervolume of a simplex in terms of its edge lengths.

Keywords
earth mover's distance, Wasserstein metric, Cayley–Menger-type formulas
Mathematical Subject Classification
Primary: 60B05
Secondary: 49Q22
Milestones
Received: 12 June 2024
Revised: 6 October 2024
Accepted: 1 November 2024
Published: 10 December 2024
Authors
William Q. Erickson
Department of Mathematics
Baylor University
Waco, TX
United States