General-kk upper-bound conjecture for temporal Wasserstein forecasting

From papers

Let k1k\ge1. On a regular problem with an equispaced dense design, consider a degree-kk temporal local-polynomial forecaster on the tangent bundle, obtained by geodesic or barycentric regression of the snapshots with sample splitting. Let ε\varepsilon denote the temporal regularity scale, hh the forecast horizon, HH the estimation window, MM the total sample-size parameter, LL the temporal-design parameter, and γd\gamma_d the Wasserstein empirical-convergence exponent in dimension dd. The order-kk Otto--Taylor remainder gives bias of order ε(h+H)k+1\varepsilon(h+H)^{k+1}, while the variance is of order (MH/L)γd(MH/L)^{-\gamma_d}. General-kk upper-bound conjecture. The forecaster attains these bias and variance bounds, and hence meets the lower bound with unified exponent

M(k+1)/(d(k+1)+1).M^{-(k+1)/(d(k+1)+1)}.

The construction and constant are currently established only in the location channel for all kk and end-to-end for k=0k=0; the general unconditional result is reduced to a curvature-stability estimate and an optimal-transport map-estimation rate, both known unconditionally at k=0k=0 and on flat submodels. Thus the unconditional upper bound for k1k\ge1 remains open.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Munsik Kim, “A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space”, arXiv:2606.07325 (2026).

Solutions 0

No solutions have been posted yet.