[Approximation for the Wasserstein distance]
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.
Pour une classe de probabilités et P une probabilité de , nous montrons, sous certaines conditions, l'existence d'une solution au problème de l'approximation de P par Il existe une probabilité telle que , où l est le carré de la distance de Wasserstein.
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Nacereddine Belili 1; Henri Heinich 2
@article{CRMATH_2002__335_6_537_0, author = {Nacereddine Belili and Henri Heinich}, title = {Approximation pour la distance de {Wasserstein}}, journal = {Comptes Rendus. Math\'ematique}, pages = {537--540}, publisher = {Elsevier}, volume = {335}, number = {6}, year = {2002}, doi = {10.1016/S1631-073X(02)02522-0}, language = {fr}, }
Nacereddine Belili; Henri Heinich. Approximation pour la distance de Wasserstein. Comptes Rendus. Mathématique, Volume 335 (2002) no. 6, pp. 537-540. doi : 10.1016/S1631-073X(02)02522-0. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02522-0/
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