mwilson221
mwilson221
Bures-Wasserstein is a distance on symmetric-positive semi-definite matrices, so you could just treat the 2-d Gaussians as degenerate 3-d gaussians and calculate it that way - but you would need...
I don't think my idea in the last post actually gets you anything. If you make the 2-d gaussians 3-d and then use SPD_Matrices(3).project() you can do the following to...