Approximation pour la distance de WassersteinApproximation for the Wasserstein distance |
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Authors: | Nacereddine Belili Henri Heinich |
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Affiliation: | 1. IRSEEM/ESIGELEC, Département TIC, 1, rue Maréchal Juin, 76131 Mont-Saint-Aignan cedex, France;2. UPRES-A, CNRS 6085, INSA de Rouen, département de génie mathématique, place E. Blondel, 76131 Mont-Saint-Aignan cedex, France |
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Abstract: | Let be a set of probability-measures and P a probability on . Under some conditions, we show that we have a solution to the approximation problem of P by There exists a probability , such that where l is the square of the Wasserstein distance. To cite this article: N. Belili, H. Heinich, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 537–540. |
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