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We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms.
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Nicolas Fournier and Arnaud Guillin, On the rate of convergence in wasserstein distance of the empirical measure , Probability Theory and Related Fields 162
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Steffen Dereich, Michael Scheutzow, and Reik Schottstedt, Constructive quantization: Approximation by empirical measures , Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 49
2013
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Emmanuel Boissard and Thibaut Le Gouic, On the mean speed of convergence of empirical and occupation measures in wasserstein distance , Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 50
2014
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2017
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