arXiv (Cornell University)· 2013· Preprint
On the rate of convergence in Wasserstein distance of the empirical\n measure
- 970citations
- 2013year
Short summary
This paper establishes new non-asymptotic bounds and concentration inequalities for the convergence rate of empirical measures to their true distribution in Wasserstein distance, for any order p > 0 and dimension d >= 1.
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Applied MathematicsMathematics