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Convergence of the empirical measure in expected Wasserstein distance:
non asymptotic explicit bounds in
E S A I M: Probability & Statistics (ESAIM: P&S), 2022
Abstract
We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. -sample of a given probability distribution on .
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