The squaring conjecture for subGaussian optimal transport map estimation

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Let μ\mu and ν\nu be the source and target measures in the setting of the paper's subGaussian convergence theorem. Let T^n\hat{T}_n be the empirical entropy-regularized optimal transport map based on nn samples, and let TεT_\varepsilon be the population entropy-regularized map. The norm is the L2(μ)L^2(\mu) norm and expectations are over the sampling procedure.

Squaring conjecture. In this setting,

E[∥T^n−Tε∥L2(μ)2]≲n−1/3,\mathbb{E}\left[\left\lVert\hat{T}_n-T_\varepsilon\right\rVert_{L^2(\mu)}^2\right]\lesssim n^{-1/3},

where the implicit constant may depend on every parameter other than nn.

The conjecture would provide a squared-error analogue of the subGaussian convergence result, overcoming a technical obstacle involving conditional application of a Wasserstein--relative-entropy inequality. The source says that it may require a different analysis and that, if the variance conjecture holds, the rate should improve to n−1/2n^{-1/2}; the stated result itself remains open.

References

Primary source

Matthew Werenski, James M. Murphy and Shuchin Aeron, “Estimation of entropy-regularized optimal transport maps between non-compactly supported measures”, arXiv:2311.11934 (2023).

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