Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
From MaRDI portal
Publication:428581
DOI10.1214/EJP.v16-958zbMath1254.60014arXiv1103.3188MaRDI QIDQ428581
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.3188
Inequalities; stochastic orderings (60E15) Convergence of probability measures (60B10) Systems of functional equations and inequalities (39B72)
Related Items (32)
Distribution dependent SDEs driven by additive continuous noise ⋮ Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures ⋮ The Vlasov-Poisson dynamics as the mean field limit of extended charges ⋮ Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances ⋮ Discrete-time ergodic mean-field games with average reward on compact spaces ⋮ Sharing the value‐at‐risk under distributional ambiguity ⋮ Continuous limits of residual neural networks in case of large input data ⋮ The spherical ensemble and quasi-Monte-Carlo designs ⋮ Empirical measures and random walks on compact spaces in the quadratic Wasserstein metric ⋮ On the trend to global equilibrium for Kuramoto oscillators ⋮ Donsker theorems for occupation measures of multi-dimensional periodic diffusions ⋮ Deviation inequalities for separately Lipschitz functionals of iterated random functions ⋮ On the mean speed of convergence of empirical and occupation measures in Wasserstein distance ⋮ Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion ⋮ A non-exponential extension of Sanov’s theorem via convex duality ⋮ On the rate of convergence in Wasserstein distance of the empirical measure ⋮ Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances ⋮ Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion ⋮ Data-driven inverse optimization with imperfect information ⋮ Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices ⋮ Complexity Reduction in Many Particle Systems with Random Initial Data ⋮ Computable approximations for average Markov decision processes in continuous time ⋮ Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces ⋮ Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations ⋮ On the rate of convergence of empirical measure in $\infty $-Wasserstein distance for unbounded density function ⋮ Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance ⋮ Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences ⋮ One-dimensional empirical measures, order statistics, and Kantorovich transport distances ⋮ Stochastic approximations of constrained discounted Markov decision processes ⋮ Long Time Results for a Weakly Interacting Particle System in Discrete Time ⋮ A review of the mean field limits for Vlasov equations ⋮ Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
This page was built for publication: Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
