Dimension-free Convergence Rate in Sliced Wasserstein Distance for Empirical Measures of Markov Processes
Abstract
To derive dimension-free convergence rates of empirical measures for Markov processes on a Banach space, we adopt the sliced Wasserstein distance (SW distance) induced by a probability measure with full support on the unit ball in the dual space. This distance refers to the convergence in finite dimensions, and is topologically equivalent to the classical Wasserstein distance when the Banach space is finite-dimensional. With the SW distance we derive dimension-free convergence rates for the empirical measures of ergodic Markov processes on Banach space, which can be sharp as illustrated by concrete examples. The study provides an efficient way to simulate infinite-dimensional distributions using sample trajectories of Markov processes, avoiding ``the curse of dimensionality" in the classical Wasserstein distance. The main results apply to a broad class of infinite-dimensional models, and are illustrated by partially dissipative SPDEs in the end of the paper.
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BibTeX
@misc{wang2026dimensionfree,
title = {{Dimension-free Convergence Rate in Sliced Wasserstein Distance for Empirical Measures of Markov Processes}},
author = {Feng-Yu Wang},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2607.20150},
eprint = {2607.20150},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2607.20150},
note = {CC0},
}
RIS
TY - UNPB
TI - Dimension-free Convergence Rate in Sliced Wasserstein Distance for Empirical Measures of Markov Processes
AU - Feng-Yu Wang
PY - 2026
DA - 2026/10/13
PB - arXiv
DO - 10.48550/arxiv.2607.20150
UR - https://arxiv.org/abs/2607.20150
AB - To derive dimension-free convergence rates of empirical measures for Markov processes on a Banach space, we adopt the sliced Wasserstein distance (SW distance) induced by a probability measure with full support on the unit ball in the dual space. This distance refers to the convergence in finite dimensions, and is topologically equivalent to the classical Wasserstein distance when the Banach space is finite-dimensional. With the SW distance we derive dimension-free convergence rates for the empirical measures of ergodic Markov processes on Banach space, which can be sharp as illustrated by concrete examples. The study provides an efficient way to simulate infinite-dimensional distributions using sample trajectories of Markov processes, avoiding ``the curse of dimensionality" in the classical Wasserstein distance. The main results apply to a broad class of infinite-dimensional models, and are illustrated by partially dissipative SPDEs in the end of the paper.
ER -