Source

Chowdhury and Mémoli (2019), LIT-1822, §2, pp. 4–10 of arXiv 1808.04337v2; read in NOTE-1330.

What was actually shown

The setting. A measure network is (X, ωX, µX): X Polish, µX a fully supported Borel probability measure, ωX bounded and measurable on X × X (Definition 1, p. 4). For finite X it is a complete directed graph with real, possibly asymmetric weights and node weights. dN,p(X, Y) is half the minimum over couplings µ of ‖ωX(x, x′) − ωY(y, y′)‖ in Lp(µ ⊗ µ), for p ∈ [1, ∞] (p. 8). The minimum is attained (Theorem 12, p. 8).

Pseudometric (Theorem 16, pp. 8–9). Non-negativity and dN,p(X, X) = 0 by the diagonal coupling; symmetry by swapping coordinates; the triangle inequality by gluing optimal couplings of X–Y and Y–Z into a coupling of X–Z and applying Minkowski. Nothing uses symmetry, the triangle inequality or any other property of ωX: “the metric structure on N is not inherited from its elements, but is rather enforced by the structure of dN,p” (p. 9).

The zero set (Theorem 18, p. 9). dN,p(X, Y) = 0 iff there is a probability space (Z, µZ) and maps f, g with f∗µZ = µX, g∗µZ = µY and fωX = gωY almost everywhere (Definition 3, p. 5). One direction pushes µZ forward to a coupling of zero distortion; the other takes an optimal coupling of zero distortion as Z. Two distinct networks can therefore be at distance zero: splitting a node into copies with the same in- and out-weights, and dividing its measure among them, changes nothing (p. 5; Fig. 2). It is not a metric modulo strong isomorphism (Remark 15, p. 8).

What could have failed. The triangle inequality could have needed a metric ground weight, as the Wasserstein distance needs a ground metric (Remark 17); it does not. The zero set could have been strong isomorphism, or something weaker than weak isomorphism; Theorem 18 fixes it exactly.

What this does not say

  • That networks at distance zero describe the same system. They agree on the recorded weights and node measure. Whatever was not measured into ωX, and whatever the imputation of missing entries supplied (Remark 1, p. 4), is invisible to the distance.
  • That the node measure is given by the data. “The user adjusts the measure to signify important network substructures and to smooth out the effect of outliers” (p. 2). Change it and the distance changes.
  • That it can be computed. The minimization is a non-convex quadratic program (p. 2). The paper computes only lower bounds (THEORY-1152).
  • Which coupling achieves it. An optimal coupling exists; it need not be unique, and a symmetry of either network gives another of equal cost (THEORY-1133).
  • That it is new for symmetric data. For symmetric L² weights it is Sturm’s gauged measure spaces (p. 3); the extension is to asymmetric, bounded weights.