Convergence and Concentration of Empirical Measures under Wasserstein Distance in Unbounded Functional Spaces

27 Apr 2018Jing Lei

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization can cover Euclidean spaces with large dimensionality, with the optimal dependence on the dimensionality... (read more)

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