Sharp comparisons between sliced and standard $1$-Wasserstein distances

Abstract

Sliced Wasserstein distances are widely used in practice as a computationally efficient alternative to Wasserstein distances in high dimensions. In this paper, motivated by theoretical foundations of this alternative, we prove quantitative estimates between the sliced $1$-Wasserstein distance and the $1$-Wasserstein distance. We construct a concrete example to demonstrate the exponents in the estimate is sharp. We also provide a general analysis for the case where slicing involves projections onto $k$-planes and not just lines.

19 pages