Empirical measures: regularity is a counter-curse to dimensionality
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Publication:5135952
DOI10.1051/ps/2019025zbMath1452.60007arXiv1802.04038OpenAlexW3009473861MaRDI QIDQ5135952
Publication date: 24 November 2020
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.04038
Discrete-time Markov processes on general state spaces (60J05) Variational problems in a geometric measure-theoretic setting (49Q20) Approximations to statistical distributions (nonasymptotic) (62E17) Convergence of probability measures (60B10)
Related Items (5)
Minimax estimation of smooth densities in Wasserstein distance ⋮ Optimal transportation and stationary measures for iterated function systems ⋮ Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances ⋮ Risk bounds when learning infinitely many response functions by ordinary linear regression ⋮ Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions
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