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math.PR2011
On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
Emmanuel Boissard, Thibaut Le Gouic
In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider…
math.PR2011
Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
Emmanuel Boissard
We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure…