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A short proof on the rate of convergence of the empirical measure for the Wasserstein distance
Published 20 Jan 2021 in math.ST and stat.TH | (2101.08126v1)
Abstract: 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.
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