Add wasserstein-2 metric calculation (#488) #795

Job	Run time
clang-tidy	41s
format	2m 11s
bazel	10m 10s
osx-clang	4m 53s
ubuntu-build-documentation	1m 25s
ubuntu-clang14	10m 41s
ubuntu-clang14-sanitizers (address-undefined-leak, ./ci/run_address_sanitizer_tests.sh)	15m 14s
ubuntu-gcc11	10m 29s
ubuntu-clang14-sanitizers (thread, ./ci/run_thread_sanitizer_tests.sh)	14m 36s
	1h 10m 20s

Provide feedback