I have two probability distributions in arrays P and Q (normalized by area, of same length, and over same sample space). I want to find Wasserstein distance between them.
I tried to use the Earth Mover Distance from here:
My input was [Y, fval] = emd(X, X, P, Q, @gdf)
where X is the sample space. But it is giving output:
No feasible solution found.
Linprog stopped because no point satisfies the constraints.
Is this the way to compute Wasserstein distance? How do I fix this?