On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
From MaRDI portal
Publication:2451111
Abstract: 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 occupation measures of ergodic Markov chains. One motivation is the approximation of a probability measure by finitely supported measures (the quantization problem). It is found that rates for empirical or occupation measures match or are close to previously known optimal quantization rates in several cases. This is notably highlighted in the example of infinite-dimensional Gaussian measures.
Recommendations
- On the rate of convergence in Wasserstein distance of the empirical measure
- Mean rates of convergence of empirical measures in the Wasserstein metric
- Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
- Convergence of the empirical measure in expected wasserstein distance: non-asymptotic explicit bounds in ℝd
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- On the rate of convergence of empirical measure in \(\infty \)-Wasserstein distance for unbounded density function
- Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces
- Convergence in Wasserstein distance for empirical measures of semilinear SPDEs
- Convergence in Wasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds
- On the Rate of Convergence of Empirical Measures in ∞-transportation Distance
Cites work
- scientific article; zbMATH DE number 991499 (Why is no real title available?)
- scientific article; zbMATH DE number 3135389 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- A large deviation approach to some transportation cost inequalities
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Asymptotics for transportation cost in high dimensions
- Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Combinatorial Optimization Over Two Random Point Sets
- Curvature, concentration and error estimates for Markov chain Monte Carlo
- Foundations of quantization for probability distributions
- Functional quantization and small ball probabilities for Gaussian processes
- Hypercontractivity of Hamilton-Jacobi equations.
- Matching random samples in many dimensions
- Mean rates of convergence of empirical measures in the Wasserstein metric
- Metric entropy and the small ball problem for Gaussian measures
- On optimal matchings
- On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Rates of convergence for the empirical quantization error
- Sharp asymptotics of the Kolmogorov entropy for Gaussian measures
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
- The Speed of Mean Glivenko-Cantelli Convergence
- The concentration of measure phenomenon
- Transport Inequalities. A Survey
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Weak convergence and empirical processes. With applications to statistics
- Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
Cited in
(59)- Kac's chaos and Kac's program
- Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
- Sharp convergence rates for empirical optimal transport with smooth costs
- Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space
- Randomized Wasserstein barycenter computation: resampling with statistical guarantees
- Small ball probabilities, metric entropy and Gaussian rough paths
- McKean-Vlasov limit for interacting systems with simultaneous jumps
- Some recent developments in functional inequalities
- On the rate of convergence in Wasserstein distance of the empirical measure
- Rate of convergence of the Nanbu particle system for hard potentials and Maxwell molecules
- Constructive quantization: approximation by empirical measures
- Out-of-distributional risk bounds for neural operators with applications to the Helmholtz equation
- Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
- Mean-field Markov decision processes with common noise and open-loop controls
- Empirical measures and random walks on compact spaces in the quadratic Wasserstein metric
- Berry-Esseen smoothing inequality for the Wasserstein metric on compact Lie groups
- Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
- Mean rates of convergence of empirical measures in the Wasserstein metric
- Inference for empirical Wasserstein distances on finite spaces
- Best finite constrained approximations of one-dimensional probabilities
- Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions
- Wasserstein convergence rates of increasingly concentrating probability measures
- A unifying approach to distributional limits for empirical optimal transport
- Limit distribution theory for smooth \(p\)-Wasserstein distances
- A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
- Empirical optimal transport on countable metric spaces: distributional limits and statistical applications
- Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices
- Minimax confidence intervals for the sliced Wasserstein distance
- Empirical optimal transport between different measures adapts to lower complexity
- On optimal matching of Gaussian samples
- Convergence in Wasserstein distance for empirical measures of semilinear SPDEs
- Finer estimates on the 2-dimensional matching problem
- Convergence of the empirical measure in expected wasserstein distance: non-asymptotic explicit bounds in ℝd
- Plugin estimation of smooth optimal transport maps
- Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
- Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
- Optimal transport: fast probabilistic approximation with exact solvers
- Asymptotics for Strassen's optimal transport problem
- Convergence of adapted empirical measures on \(\mathbb{R}^d\)
- Gromov-Wasserstein distances: entropic regularization, duality and sample complexity
- Convergence rate of optimal quantization and application to the clustering performance of the empirical measure
- Minimax estimation of smooth densities in Wasserstein distance
- On the rate of convergence of empirical measure in \(\infty \)-Wasserstein distance for unbounded density function
- On concentration of the empirical measure for radial transport costs
- Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures
- Uniform decomposition of probability measures: quantization, clustering and rate of convergence
- Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces
- On Kac's chaos and related problems
- Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
- Estimation of Wasserstein distances in the spiked transport model
- Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
- Empirical measures: regularity is a counter-curse to dimensionality
- On the Rate of Convergence of Empirical Measures in ∞-transportation Distance
- Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds
- Quantitative propagation of chaos for mean field Markov decision process with common noise
- Optimal Matching of Random Samples and Rates of Convergence of Empirical Measures
- Wide consensus aggregation in the Wasserstein space. Application to location-scatter families
- Robust and scalable Bayes via a median of subset posterior measures
- Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function
This page was built for publication: On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451111)
