arXiv Open Access 2021

A short proof on the rate of convergence of the empirical measure for the Wasserstein distance

Vincent Divol

Lihat Sumber

Abstrak

We provide a short proof that the Wasserstein distance between the empirical measure of a n-sample and the estimated measure is of order n^-(1/d), if the measure has a lower and upper bounded density on the d-dimensional flat torus.

Topik & Kata Kunci

math.ST

Penulis (1)

Vincent Divol

Format Sitasi

APA MLA BibTeX

Divol, V. (2021). A short proof on the rate of convergence of the empirical measure for the Wasserstein distance. https://arxiv.org/abs/2101.08126

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2021
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓