Rate of convergence of the smoothed empirical Wasserstein distance

Adam Block, Zeyu Jia, Yury Polyanskiy +1

Consider an empirical measure ${\mathbb{P}}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let ${\hat{I}}^3=N(0,\ddot{I}{ƒ}^2{I}_d)$ be the isotropi…