On the empirical estimation of integral probability metrics

@inproceedings{Sriperumbudur2012OnTE,
  title={On the empirical estimation of integral probability metrics},
  author={Bharath K. Sriperumbudur},
  year={2012}
}
Given two probability measures, P and Q defined on a measurable space, S, the integral probability metric (IPM) is defined as γF(P,Q) = sup {∣∣∣∣ ∫ 

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