Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in $\mathbb{R}^d$
Résumé
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 $\mathbb{R}^d$.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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