Approximation by finitely supported measures
Institut Fourier, Université Joseph Fourier,
BP 53, 38041
Revised: 9 November 2010
We consider the problem of approximating a probability measure defined on a metric space by a measure supported on a finite number of points. More specifically we seek the asymptotic behavior of the minimal Wasserstein distance to an approximation when the number of points goes to infinity. The main result gives an equivalent when the space is a Riemannian manifold and the approximated measure is absolutely continuous and compactly supported.
Mathematics Subject Classification: 49Q20 / 90B85
Key words: Measures / Wasserstein distance / quantization / location problem / centroidal Voronoi tessellations
© EDP Sciences, SMAI, 2011