The Gaussian convergence conjecture for entropy-regularized optimal transport maps
The Gaussian convergence conjecture for entropy-regularized optimal transport maps
Let and be mean-zero multivariate Gaussian measures. Let be the empirical entropy-regularized optimal transport map based on samples, and let be the corresponding population map. The norm is the norm and expectations are over the sampling procedure.
Gaussian convergence conjecture.
For compactly supported measures, an convergence rate is known, while the paper reports empirical evidence for the same rate for multivariate Gaussian source and target measures. Establishing this rate explicitly for mean-zero multivariate Gaussians 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).
Additional references
3 papers in this index state this conjecture (2017–2023). The statement above is taken from the most recent of them; the others are arXiv:2112.01478, arXiv:1706.03551.
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