Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
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DOI: 10.3150/18-bej1065
Abstract: The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly… read more here.
Keywords: finite sample; sharp asymptotic; asymptotic finite; rates convergence ... See more keywords