Related papers: Empirical measures: regularity is a counter-curse …

We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…

In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation…

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

We study the problem of non-asymptotic deviations between a reference measure and its empirical version, in the 1-Wasserstein metric, under the standing assumption that the measure satisfies a transport-entropy inequality. We extend some…

We consider discrete time Markov chains with Polish state space. The large deviations principle for empirical measures of a Markov chain can equivalently be stated in Laplace principle form, which builds on the convex dual pair of relative…

We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…

Thanks to the increasing availability in computing power, high-dimensional engineering problems seem to be at reach. But the curse of dimensionality will always prevent us to try out extensively all the hypotheses. There is a vast…

Given $N$ i.i.d. samples from a probability measure $\mu$ on $\mathbf{R}^d$, we study the rate of convergence of the empirical measure $\mu_N \to \mu$ in the negative Sobolev space $W^{-\alpha, p}$. When $W^{-\alpha, p}$ contains point…

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…

We develop information-theoretic measures of spatial structure and pattern in more than one dimension. As is well known, the entropy density of a two-dimensional configuration can be efficiently and accurately estimated via a converging…

This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…

Contraction analysis establishes exponential incremental convergence of a nonlinear system by solving a linear matrix inequality for a contraction metric, and has become a standard resource for solving problems in nonlinear control and…

The asymptotic behaviour of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with…

The study of finite approximations of probability measures has a long history. In (Xu and Berger, 2017), the authors focus on constrained finite approximations and, in particular, uniform ones in dimension $d=1$. The present paper gives an…

We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…

We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

We obtain new bounds for the optimal matching cost for empirical measures with unbounded support. For a large class of radially symmetric and rapidly decaying probability laws, we prove for the first time the asymptotic rate of convergence…

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

We are interested in a non-local partial differential equation modeling equal mitosis. We prove that the solutions present persistent asymptoticoscillations and that the convergence to this periodic behavior, in suitable spaces of weighted…