by John on (#6G6JT)
There are many ways to describe the distance between two probability distributions. The previous two posts looked at using the p-norm to measure the difference between the PDFs and using Kullbach-Leibler divergence. Earth mover's distance (EMD) is yet another approach. Imagine a probability distribution on ^2 as a pile of dirt. Earth mover's distance measures [...]The post Earth mover's distance first appeared on John D. Cook.