ENH:stats: Add multivariate Wasserstein distance as a separate function

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Dear Scipy Community

I have opened a PR proposing to add multivariate Wasserstein distance as a
separate function:

https://github.com/scipy/scipy/pull/20024

Originally, #17473 <https://github.com/scipy/scipy/pull/17473> extended
wasserstein_distance to 2D, which was set to be released with the version
1.12.0. Later discussions showed that it would be better to keep
wasserstein_distance as 1D. Therefore #19881
<https://github.com/scipy/scipy/pull/19881> reverted #17473
<https://github.com/scipy/scipy/pull/17473>. This PR builds on #17473
<https://github.com/scipy/scipy/pull/17473> and creates another function,
wasserstein_distance_nd, to handle the 2D case, as stipulated by #19881
<https://github.com/scipy/scipy/pull/19881>.

I am looking forward to your feedback.

Best
Yagiz

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<div dir=3D"ltr"><div>Dear Scipy Community</div><div><br></div><div>I have =
opened a PR proposing to add multivariate Wasserstein distance as a separat=
e function:</div><div><br></div><div><a href=3D"https://github.com/scipy/sc=
ipy/pull/20024">https://github.com/scipy/scipy/pull/20024</a></div><div><br=
></div><div>Originally, <a class=3D"gmail-issue-link gmail-js-issue-link" h=
ref=3D"https://github.com/scipy/scipy/pull/17473">#17473</a> extended <code=
 class=3D"gmail-notranslate">wasserstein_distance</code> to 2D, which was s=
et to be released with the version <code class=3D"gmail-notranslate">1.12.0=
</code>. Later discussions showed that it would be better to keep <code cla=
ss=3D"gmail-notranslate">wasserstein_distance</code> as 1D. Therefore <a cl=
ass=3D"gmail-issue-link gmail-js-issue-link" href=3D"https://github.com/sci=
py/scipy/pull/19881">#19881</a> reverted <a class=3D"gmail-issue-link gmail=
-js-issue-link" href=3D"https://github.com/scipy/scipy/pull/17473">#17473</=
a>. This PR builds on <a class=3D"gmail-issue-link gmail-js-issue-link" hre=
f=3D"https://github.com/scipy/scipy/pull/17473">#17473</a> and creates anot=
her function, <code class=3D"gmail-notranslate">wasserstein_distance_nd</co=
de>, to handle the 2D case, as stipulated by <a class=3D"gmail-issue-link g=
mail-js-issue-link" href=3D"https://github.com/scipy/scipy/pull/19881">#198=
81</a>.</div><div><br></div><div>I am looking forward to your feedback.</di=
v><div><br></div><div>Best</div><div>Yagiz<br></div><div><br></div><div><br=
></div></div>

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