Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
From MaRDI portal
Publication:2170252
DOI10.1016/j.spl.2022.109605zbMath1496.60005arXiv2101.06936OpenAlexW4284896225MaRDI QIDQ2170252
Publication date: 30 August 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.06936
Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10)
Related Items (2)
Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction ⋮ Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus
Cites Work
- Unnamed Item
- Constructive quantization: approximation by empirical measures
- Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
- Deviation inequalities for separately Lipschitz functionals of iterated random functions
- On the rate of convergence in Wasserstein distance of the empirical measure
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Ricci curvature of Markov chains on metric spaces
- On optimal matchings
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- \(L_1\)-quantization and clustering in Banach spaces
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- Empirical measures: regularity is a counter-curse to dimensionality
- Fractional Integration in Orlicz Spaces. I
- Concentration of measure on product spaces with applications to Markov processes
- The Speed of Mean Glivenko-Cantelli Convergence
- $L^\infty $-Multivariate Approximation Theory
- Optimal Transport
This page was built for publication: Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
