The Gaussian n1n^{-1} convergence conjecture for entropy-regularized optimal transport maps

From papers

Let μ\mu and ν\nu be mean-zero multivariate Gaussian measures. Let T^n\hat{T}_n be the empirical entropy-regularized optimal transport map based on nn samples, and let TεT_\varepsilon be the corresponding population map. The norm is the L2(μ)L^2(\mu) norm and expectations are over the sampling procedure.

Gaussian n1n^{-1} convergence conjecture.

E[T^nTεL2(μ)2]1n.\mathbb{E}\left[\left\lVert\hat{T}_n-T_\varepsilon\right\rVert_{L^2(\mu)}^2\right]\lesssim \frac{1}{n}.

For compactly supported measures, an n1n^{-1} 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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