Approximation of the squared wasserstein distance. Calculation based on the mean squared difference between the equidistant empirical quantiles of the two input vectors a and b. As an approximation of the quantile function, 1000 quantiles are computed for each vector.
Vector representing an empirical distribution under condition A
Vector representing an empirical distribution under condition B
The approximated squared wasserstein distance between x and y
Schefzik and Goncalves 2019
[wasserstein_metric()], [squared_wass_decomp()] for different implementations of the wasserstein distance
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