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Drawing from an Urn is Isometric

  • Bart Jacobs

摘要

Drawing (a multiset of) coloured balls from an urn is one of the most basic models in discrete probability theory. Three modes of drawing are commonly distinguished: multinomial (draw-replace), hypergeometric (draw-delete), and Pólya (draw-add). These drawing operations are represented as maps from urns to distributions over multisets of draws. The set of urns is a metric space via the Wasserstein distance. The set of distributions over draws is also a metric space, using Wasserstein-over-Wasserstein. The main result of this paper is that the three draw operations are all isometries, that is, they preserve the Wasserstein distances.