General- upper-bound conjecture for temporal Wasserstein forecasting
General- upper-bound conjecture for temporal Wasserstein forecasting
Let . On a regular problem with an equispaced dense design, consider a degree- temporal local-polynomial forecaster on the tangent bundle, obtained by geodesic or barycentric regression of the snapshots with sample splitting. Let denote the temporal regularity scale, the forecast horizon, the estimation window, the total sample-size parameter, the temporal-design parameter, and the Wasserstein empirical-convergence exponent in dimension . The order- Otto--Taylor remainder gives bias of order , while the variance is of order . General- upper-bound conjecture. The forecaster attains these bias and variance bounds, and hence meets the lower bound with unified exponent
The construction and constant are currently established only in the location channel for all and end-to-end for ; the general unconditional result is reduced to a curvature-stability estimate and an optimal-transport map-estimation rate, both known unconditionally at and on flat submodels. Thus the unconditional upper bound for remains open.
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Sources & referencesView supporting material
Primary source
Munsik Kim, “A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space”, arXiv:2606.07325 (2026).
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