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

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math.ST2021★ 4 cited

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

Vincent Divol

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 up…