Welcome to the new version of CaltechAUTHORS. Login is currently restricted to library staff. If you notice any issues, please email coda@library.caltech.edu
Published 2017 | Submitted
Journal Article Open

Extreme points of a ball about a measure with finite support


We show that, for the space of Borel probability measures on a Borel subset of a Polish metric space, the extreme points of the Prokhorov, Monge–Wasserstein and Kantorovich metric balls about a measure whose support has at most n points, consist of measures whose supports have at most n+2 points. Moreover, we use the Strassen and Kantorovich–Rubinstein duality theorems to develop representations of supersets of the extreme points based on linear programming, and then develop these representations towards the goal of their efficient computation.

Additional Information

© 2017 International Press of Boston, Inc. The authors gratefully acknowledge this work supported by the Air Force Office of Scientific Research under Award Number FA9550-12-1-0389 (Scientific Computation of Optimal Statistical Estimators).

Attached Files

Submitted - 1504.06745.pdf


Files (236.6 kB)
Name Size Download all
236.6 kB Preview Download

Additional details

August 19, 2023
October 17, 2023