∈ Rd , and let ν = 1 2 δy1 + 1 2 δy2 with y1, y2 ∈ Rd distinct. Let c(x, y) = x − y p p , p > 1. Then • θ → W(θ) is differentiable everywhere. • For θ0 = y1+y2 2 and any ψ∗ 0 ∈ argmaxψ F(ψ, θ0), θ → F(ψ∗ 0 , θ) is not differentiable at θ0 . Hence (Grad-OT) relation does not hold (except for θ0 = y1+y2 2 ). Proof • F(ψ, θ) = ψc(θ) + 2 j=1 1 2 ψj = mini=1,2 [c(θ, yj ) − ψi ] + ψ1+ψ2 2 Fix θ0 and ψ∗ 0 , then (ψ∗ 0 )1 − (ψ∗ 0 )2 = c(θ0, y1) − c(θ0, y2), and F(ψ∗ 0 , θ) = c(θ, y1) + 1 2 c(θ0, y2) − c(θ0, y1) if θ ∈ L1(ψ∗ 0 ) c(θ, y2) + 1 2 c(θ0, y1) − c(θ0, y2) if θ ∈ L2(ψ∗ 0 ) F(ψ∗ 0 , ·) not differentiable at the boundary between L1(ψ∗ 0 ) and L2(ψ∗ 0 ) N. Papadakis Wasserstein Generative Models for Texture Synthesis 20 / 1