Answers are grounded in this paper and cite their sources.
We derive explicitly the adapted 2-Wasserstein distance between non-degenerate Gaussian distributions on RN and characterize the optimal bicausal coupling(s). This leads to an adapted version of the Bures-Wasserstein distance on the space of positive definite matrices.
No takes yet. Share an insight, caveat, or question.
Gunasingam et al. (2025) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: