论文标题

Wasserstein的收敛速率越来越集中概率度量

Wasserstein convergence rates of increasingly concentrating probability measures

论文作者

Hasenpflug, Mareike, Rudolf, Daniel, Sprungk, Björn

论文摘要

对于$ \ ell \ colon \ mathbb {r}^d \ to [0,\ infty)$,我们考虑概率度量的顺序$ \ left(μ_n\ right)_ {n \ in \ mathbb {n}} $,其中$μ_n$由$ el ell at $ n $ \ fexport $ \ fexport $ \ expectional(其中)。只要它们形成有限的紧凑型歧管结合,我们允许无限的许多全球最小点($ \ ell $)。在这种情况下,我们将$ p $ -wasserstein收敛的估计值(μ_n\ right)_ {n \ in \ mathbb {n}} $显示为限制度量。施加规律性条件,我们获得了$ n^{ - 1/(2p)} $的收敛速度,并增加了技术假设,我们可以将其提高到所有订单的$ 1/2 $ $ 1/2 $的$ p \ in \ Mathbb {n} $的$ 1/2 $。

For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(μ_n\right)_{n \in \mathbb{N}}$, where $μ_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely many global minimal points of $\ell$, as long as they form a finite union of compact manifolds. In this scenario, we show estimates for the $p$-Wasserstein convergence of $\left(μ_n\right)_{n \in \mathbb{N}}$ to its limit measure. Imposing regularity conditions we obtain a speed of convergence of $n^{-1/(2p)}$ and adding a further technical assumption, we can improve this to a $p$-independent rate of $1/2$ for all orders $p\in\mathbb{N}$ of the Wasserstein distance.

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