Averaging over directions wastes most of the budget on slices where the two clouds already agree; in high dimension almost every random direction is such a slice, and the sliced distance decays. Keeping only the maximising direction gives a sharper discrepancy and, as a by-product, the direction itself.
Details
Formula: max_theta W_p(P_theta mu, P_theta nu) over unit
directions – Deshpande et al. (2019) eq. (3).
References
Deshpande, I. et al. (2019). Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition, 10640-10648. doi:10.1109/CVPR.2019.01090 .
Examples
V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Otmsw(V, V)
#> $MSW
#> [1] 0
#>
#> $theta_star
#> [1] 1
#>
#> $idx_star
#> [1] 0
#>
#> $per_proj
#> [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
#>
#> $n
#> [1] 8
#>
#> $d
#> [1] 1
#>
#> $n_proj
#> [1] 32
#>
#> $method
#> [1] "Max-sliced Wasserstein distance"
#>
#> attr(,"class")
#> [1] "morie_rich_result" "list"
