Universal bound conjecture for Gaussian entropic optimal transport

From papers

Let A,B0\boldsymbol{A},\boldsymbol{B}\rhd 0 be positive-definite covariance operators on H=Rd\mathcal{H}=\mathbb{R}^{d}, and let πε\pi_{\varepsilon} and π0\pi_{0} denote the entropic and unregularized optimal transport couplings, respectively. Universal bound conjecture. There exists a dimension-dependent constant Cd>0C_{d}>0 such that

lim supε0W22(πε,π0)εCd\limsup_{\varepsilon\downarrow 0}\frac{\mathcal{W}_{2}^{2}(\pi_{\varepsilon},\pi_{0})}{\varepsilon}\le C_{d}

for all \mathbfboldsymbolA,\mathbfboldsymbolB0\mathbfboldsymbol{A},\mathbfboldsymbol{B}\rhd 0. The asymptotic scaling is already guaranteed in the non-degenerate finite-dimensional setting. The identity case \mathbfboldsymbolA=\mathbfboldsymbolB\mathbfboldsymbol{A}=\mathbfboldsymbol{B} gives Cdd/2C_{d}\ge d/2, while numerical experiments suggest rates near 0.36d0.36d for random full-rank covariances; it remains open whether the identity case is the worst case or whether the smaller observed rates reflect concentration in random matrix ensembles.

Progress summary

Open

The conjecture remains open: existing work proves the expected small-regularization scaling but not a bound uniform over all covariance pairs.

Ho Yun formulated the universal-bound conjecture in 2025 for Gaussian entropic optimal transport. It asks whether the scaled coupling error is bounded by a constant depending only on the dimension.

Known results

  • In the nondegenerate finite-dimensional setting, the error has the required O(ε)O(\varepsilon) scaling, but a universal constant has not been established (Ho Yun, 2025).
  • The identity case A=BA=B gives the lower bound Cdd/2C_d\ge d/2 (Ho Yun, 2025).
  • Numerical experiments with random full-rank covariances report rates near 0.36d0.36d; whether this reflects the worst case or random-matrix concentration is unknown (Ho Yun, 2025).

Current status (as of August 2026): The conjecture, including whether the identity case is extremal, remains open; no proof, counterexample, or claimed settlement was found.

Sources
Sources & referencesView supporting material

Primary source

Ho Yun, “Spectral Shrinkage of Gaussian Entropic Optimal Transport”, arXiv:2512.19457 (2026).

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