On the Rate of Convergence of Empirical Measures in ∞-transportation Distance
Canadian journal of mathematics, Tome 67 (2015) no. 6, pp. 1358-1383
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We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty $ -transportation distance between the measure and the empirical measure of the sample. The bound is optimal in terms of scaling with the number of sample points.
Mots-clés :
60B10, 60D05, 05C70, optimal transportation, optimal matching, infinity transportation distance, min-maxdistance, empirical measure
Trillos, Nicolás García; Slepčev, Dejan. On the Rate of Convergence of Empirical Measures in ∞-transportation Distance. Canadian journal of mathematics, Tome 67 (2015) no. 6, pp. 1358-1383. doi: 10.4153/CJM-2014-044-6
@article{10_4153_CJM_2014_044_6,
author = {Trillos, Nicol\'as Garc{\'\i}a and Slep\v{c}ev, Dejan},
title = {On the {Rate} of {Convergence} of {Empirical} {Measures} in \ensuremath{\infty}-transportation {Distance}},
journal = {Canadian journal of mathematics},
pages = {1358--1383},
year = {2015},
volume = {67},
number = {6},
doi = {10.4153/CJM-2014-044-6},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CJM-2014-044-6/}
}
TY - JOUR AU - Trillos, Nicolás García AU - Slepčev, Dejan TI - On the Rate of Convergence of Empirical Measures in ∞-transportation Distance JO - Canadian journal of mathematics PY - 2015 SP - 1358 EP - 1383 VL - 67 IS - 6 UR - http://geodesic.mathdoc.fr/articles/10.4153/CJM-2014-044-6/ DO - 10.4153/CJM-2014-044-6 ID - 10_4153_CJM_2014_044_6 ER -
%0 Journal Article %A Trillos, Nicolás García %A Slepčev, Dejan %T On the Rate of Convergence of Empirical Measures in ∞-transportation Distance %J Canadian journal of mathematics %D 2015 %P 1358-1383 %V 67 %N 6 %U http://geodesic.mathdoc.fr/articles/10.4153/CJM-2014-044-6/ %R 10.4153/CJM-2014-044-6 %F 10_4153_CJM_2014_044_6
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