The squaring conjecture for subGaussian optimal transport map estimation

From papers

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^nTεL2(μ)2]n1/3,\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 n1/2n^{-1/2}; the stated result itself remains open.

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Sources & referencesView supporting material

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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