A generalization for the expected value of the earth mover’s distance
William Q. Erickson · Algebraic Statistics · 2021
The earth mover's distance (EMD), also called the first Wasserstein distance, can be naturally extended to compare arbitrarily many probability distributions, rather than only two, on the set $[n]=\{1,\dots,n\}$. We present the details for this generalization, along with a highly efficient algorithm inspired by combinatorics; it turns out that in the special case of three distributions, the EMD is half the sum of the pairwise EMD's. Extending the methods of Bourn and Willenbring (arXiv:1903.03673), we compute the expected value of this generalized EMD on random $d$-tuples of distributions, using a generating function which coincides with the Hilbert series of the Segre embedding. We then use the EMD to analyze a real-world data set of grade distributions.