$L_1$-distortion of Earth Mover Distances and Transportation Cost Spaces on High Dimensional Grids

Abstract

We prove that the distortion of any embedding into $L_1$ of the transportation cost space or earth mover distance over a $d$-dimensional grid $\{1,\dots m\}^d$ is $\Omega(\log N)$, where $N$ is the number of vertices and the implicit constant is universal (in particular, independent of dimension). This lower bound matches the universal upper bound $O(\log N)$ holding for any $N$-point metric space. Our proof relies on a new Sobolev inequality for real-valued functions on the grid, based on random measures supported on dyadic cubes.