\documentclass[a4paper, 12pt]{article}
% a nice font
\usepackage{kpfonts}
% basic text stuff
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{colortbl} % to color rows or columns of matrices
\usepackage{tikz} % main tikz package
\usepackage{tikz-network} % provides graph / network utilities (Edge, Node, etc)
\usetikzlibrary{calc} % to do some computations on the coordinates
% for a nicer colorscheme
\input{colors.tex}
\begin{document}
\begin{tikzpicture}[>=stealth']
\node (g1) at (0,0) {\begin{tikzpicture}[scale=0.3, every node/.style={scale=0.7}]
\Vertex[x=3.9,y=2.1,size=0.3,color={196,193,209},RGB]{0}
\Vertex[x=4.6,y=3.8,size=0.3,color={196,193,209},RGB]{1}
\Vertex[x=3.3,y=3.4,size=0.3,color={196,193,209},RGB]{2}
\Vertex[x=2.5,y=4.4,size=0.3,color={196,193,209},RGB]{3}
\Vertex[x=2.7,y=5.6,size=0.3,color={196,193,209},RGB]{4}
\Vertex[x=1.4,y=5.5,size=0.3,color={196,193,209},RGB]{5}
\Vertex[x=0.5,y=4.7,size=0.3,color={196,193,209},RGB]{6}
\Vertex[x=1.8,y=3.2,size=0.3,color={196,193,209},RGB]{7}
\Vertex[x=0.2,y=3.1,size=0.3,color={196,193,209},RGB]{8}
\Vertex[x=0.8,y=1.6,size=0.3,color={196,193,209},RGB]{9}
\Vertex[x=0.5,y=0.7,size=0.3,color={196,193,209},RGB]{10}
\Vertex[x=2.5,y=0.3,size=0.3,color={196,193,209},RGB]{11}
\Vertex[x=2.2,y=1.4,size=0.3,color={196,193,209},RGB]{12}
\Vertex[x=5.6,y=1.0,size=0.3,color={196,193,209},RGB]{13}
\Vertex[x=5.8,y=2.6,size=0.3,color={196,193,209},RGB]{14}
\Edge[,bend=-8.5](0)(1)
\Edge[,bend=-8.5](0)(14)
\Edge[,bend=-8.5](0)(2)
\Edge[,bend=-8.5](0)(13)
\Edge[,bend=-8.5](0)(7)
\Edge[,bend=-8.5](0)(11)
\Edge[,bend=-8.5](1)(2)
\Edge[,bend=-8.5](1)(3)
\Edge[,bend=-8.5](1)(14)
\Edge[,bend=-8.5](2)(3)
\Edge[,bend=-8.5](2)(4)
\Edge[,bend=-8.5](2)(12)
\Edge[,bend=-8.5](3)(4)
\Edge[,bend=-8.5](3)(5)
\Edge[,bend=-8.5](3)(8)
\Edge[,bend=-8.5](4)(5)
\Edge[,bend=-8.5](4)(6)
\Edge[,bend=-8.5](5)(6)
\Edge[,bend=-8.5](5)(7)
\Edge[,bend=-8.5](6)(7)
\Edge[,bend=-8.5](6)(8)
\Edge[,bend=-8.5](7)(9)
\Edge[,bend=-8.5](8)(10)
\Edge[,bend=-8.5](9)(10)
\Edge[,bend=-8.5](9)(11)
\Edge[,bend=-8.5](9)(12)
\Edge[,bend=-8.5](10)(11)
\Edge[,bend=-8.5](10)(12)
\Edge[,bend=-8.5](11)(12)
\Edge[,bend=-8.5](13)(14)
\end{tikzpicture}};
\node (g2) at (7,0) {\begin{tikzpicture}[scale=0.3, every node/.style={scale=0.7}]
\Vertex[x=2.5,y=1.0,size=0.3,color={196,193,209},RGB]{0}
\Vertex[x=4.7,y=5.8,size=0.3,color={196,193,209},RGB]{1}
\Vertex[x=5.3,y=4.5,size=0.3,color={196,193,209},RGB]{2}
\Vertex[x=4.0,y=4.6,size=0.3,color={196,193,209},RGB]{3}
\Vertex[x=4.5,y=3.3,size=0.3,color={196,193,209},RGB]{4}
\Vertex[x=3.0,y=3.5,size=0.3,color={196,193,209},RGB]{5}
\Vertex[x=1.8,y=2.5,size=0.3,color={196,193,209},RGB]{6}
\Vertex[x=1.9,y=3.2,size=0.3,color={196,193,209},RGB]{7}
\Vertex[x=1.2,y=1.7,size=0.3,color={196,193,209},RGB]{8}
\Vertex[x=2.7,y=1.8,size=0.3,color={196,193,209},RGB]{9}
\Vertex[x=0.6,y=2.8,size=0.3,color={196,193,209},RGB]{10}
\Vertex[x=3.7,y=2.4,size=0.3,color={196,193,209},RGB]{11}
\Vertex[x=4.6,y=0.7,size=0.3,color={196,193,209},RGB]{12}
\Vertex[x=4.4,y=1.8,size=0.3,color={196,193,209},RGB]{13}
\Vertex[x=3.3,y=0.2,size=0.3,color={196,193,209},RGB]{14}
\Edge[,bend=-8.5](0)(14)
\Edge[,bend=-8.5](0)(13)
\Edge[,bend=-8.5](0)(8)
\Edge[,bend=-8.5](0)(6)
\Edge[,bend=-8.5](0)(9)
\Edge[,bend=-8.5](1)(2)
\Edge[,bend=-8.5](1)(3)
\Edge[,bend=-8.5](2)(3)
\Edge[,bend=-8.5](2)(4)
\Edge[,bend=-8.5](3)(4)
\Edge[,bend=-8.5](3)(5)
\Edge[,bend=-8.5](4)(5)
\Edge[,bend=-8.5](4)(13)
\Edge[,bend=-8.5](4)(11)
\Edge[,bend=-8.5](5)(6)
\Edge[,bend=-8.5](5)(7)
\Edge[,bend=-8.5](5)(9)
\Edge[,bend=-8.5](6)(7)
\Edge[,bend=-8.5](6)(8)
\Edge[,bend=-8.5](6)(10)
\Edge[,bend=-8.5](7)(8)
\Edge[,bend=-8.5](7)(10)
\Edge[,bend=-8.5](7)(11)
\Edge[,bend=-8.5](8)(9)
\Edge[,bend=-8.5](8)(10)
\Edge[,bend=-8.5](9)(14)
\Edge[,bend=-8.5](11)(12)
\Edge[,bend=-8.5](11)(13)
\Edge[,bend=-8.5](12)(13)
\Edge[,bend=-8.5](12)(14)
\end{tikzpicture}};
\node (n1) at (1,2) {$\mathcal{N}(0, L_1^{-1})$};
\node (n2) at (6,2) {$\mathcal{N}(0, L_2^{-1})$};
\draw[<->, thick, bend right = -5, bend left=-5] (g1) to node [below] {graph distance?} (g2);
\draw[->, dashed, bend left = 30] (g1) to (n1.west);
\draw[->, dashed, bend right = 30] (g2) to (n2.east);
\draw[<->, thick, bend right = 5, bend left=5] (n1) to node [above] {optimal transport} (n2);
\end{tikzpicture}
\end{document}
