Wasserstein convergence rates of increasingly concentrating probability measures
Probability
2023-12-11 v2
Abstract
For we consider the sequence of probability measures , where is determined by a density that is proportional to . We allow for infinitely many global minimal points of , as long as they form a finite union of compact manifolds. In this scenario, we show estimates for the -Wasserstein convergence of to its limit measure. Imposing regularity conditions we obtain a speed of convergence of and adding a further technical assumption, we can improve this to a -independent rate of for all orders of the Wasserstein distance.
Keywords
Cite
@article{arxiv.2207.08551,
title = {Wasserstein convergence rates of increasingly concentrating probability measures},
author = {Mareike Hasenpflug and Daniel Rudolf and Björn Sprungk},
journal= {arXiv preprint arXiv:2207.08551},
year = {2023}
}
Comments
29 pages, 3 Figures, accepted for publication in Ann. Appl. Probab