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- W2020756904 abstract "Dans ce travail, on exhibe des bornes non asymptotiques pour la vitesse de convergence en moyenne de la mesure empirique dans la loi des grands nombres, en distance de Wasserstein. On considère également la mesure d’occupation d’une chaîne de Markov ergodique. L’une des motivations est l’approximation d’une mesure de probabilité par des mesures à support fini (le problème de la quantification). On détermine que les taux de convergence des mesures empiriques ou des mesures d’occupation correspondent dans plusieurs cas aux taux de quantification optimale déjà établis par ailleurs. Ce fait est notamment établi pour des mesures gaussiennes dans des espaces de dimension infinie." @default.
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- W2020756904 date "2014-05-01" @default.
- W2020756904 modified "2023-10-14" @default.
- W2020756904 title "On the mean speed of convergence of empirical and occupation measures in Wasserstein distance" @default.
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