Convergence of the empirical measure in expected wasserstein distance: non-asymptotic explicit bounds in ℝd

DOI10.1051/ps/2023011zbMath1530.60040arXiv2209.00923OpenAlexW4367840433MaRDI QIDQ6133929

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Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.00923

zbMATH Keywords

optimal transportationempirical measuresequence of i.i.d. random variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05) (L^p)-limit theorems (60F25)

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