On the rate of convergence in Wasserstein distance of the empirical measure
On the rate of convergence in Wasserstein distance of the empirical measure
About this item
Full title
Author / Creator
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Language
English
Formats
Publication information
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Subjects
More information
Scope and Contents
Contents
Let
μ
N
be the empirical measure associated to a
N
-sample of a given probability distribution
μ
on
R
d
. We are interested in the rate of convergence of
μ
N
to
μ
, when measured in the Wasserstein distance of order
p
>
0
. We provide some satisfying non-asymptotic
L
p
-bounds and co...
Alternative Titles
Full title
On the rate of convergence in Wasserstein distance of the empirical measure
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_hal_primary_oai_HAL_hal_00915365v1
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_00915365v1
Other Identifiers
ISSN
0178-8051
E-ISSN
1432-2064
DOI
10.1007/s00440-014-0583-7