A short proof on the rate of convergence of the empirical measure for the Wasserstein distance

01/20/2021
by   Vincent Divol, et al.
0

We provide a short proof that the Wasserstein distance between the empirical measure of a n-sample and the estimated measure is of order n^-(1/d), if the measure has a lower and upper bounded density on the d-dimensional flat torus.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset