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Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in Rd\mathbb{R}^d

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. NN-sample of a given probability distribution on Rd\mathbb{R}^d.

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