Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in Rd

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Esaim-Probability and Statistics Pub Date : 2022-09-02 DOI:10.1051/ps/2023011

N. Fournier

引用次数: 6

Abstract

Abstract. We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. N -sample of a given probability distribution on R d .

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期望Wasserstein距离中经验测度的收敛性:Rd中的非渐近显式界

摘要我们提供了一些具有显式常数的非渐近边界，用于测量与R d上给定概率分布的N个样本相关联的经验测度在期望Wasserstein距离中的收敛速度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Esaim-Probability and Statistics STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

>12 weeks

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