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arXiv 2604.22366math.OCmath.STstat.TH
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通过Brenier势统计估计Monge传输映射

Statistical Estimation of Monge Transport Maps via Brenier Potentials

CNRS(法国国家科学研究中心);IRIT(图卢兹计算机研究研究所);Université de Toulouse(图卢兹大学);Toulouse School of Economics(图卢兹经济学院);Université Toulouse Capitole(图卢兹第一大学);INP Toulouse(图卢兹国立理工学院)

Elsa Cazelles, Edouard Pauwels, Léo Portales

AI总结:

本文提出了一种统计估计Monge传输映射的方法,基于Brenier势的闭式表达式,无需依赖传输映射的光滑性,通过求解离散问题的对偶解实现收敛性分析。

摘要:

我们介绍并分析了Monge传输映射的统计估计器:解决欧几里得空间中二次最优传输问题的解。对于绝对连续源测度,该映射唯一定义为凸函数的梯度,这一结果称为Brenier定理。在非绝对连续情况下,问题被放松,映射被耦合测度替代,最优耦合支持在凸函数的次微分上,即Brenier势。这一特性是我们的统计估计器的基础,用于估计仅通过有限样本了解的测度。所得到的Brenier势具有基于离散采样问题对偶解的简单闭式表达式。特别是,我们的方法不依赖Monge传输映射的光滑性或连续性,仅需求解离散有限维问题的对偶解。我们基于二次最优传输问题的新误差界,展示了该估计器的收敛率。在半离散设置中,即目标测度有限支持时,该估计器具有更精确的收敛率。最后,使用相似的证明技术,我们为经验耦合提供了新的收敛率。

英文摘要:

We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in the Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a convex function, a result known as Brenier's theorem. Without absolute continuity, the problem is relaxed, maps are replaced by coupling measures, and optimal couplings are supported on the subdifferential of a convex function, called a Brenier potential. This potential is the basis for our transport map statistical estimator, for measures known only through finite samples. We construct an explicit optimal Brenier potential for the empirical problem, with a simple closed form expression based on dual solutions. Our transport map estimator is then defined as a suitable subdifferential selection, and can be extended to $\mathbb{R}^d$. We exhibit convergence rates for this estimator based on a new error bound for the quadratic optimal transport problem. In the semi-discrete setting, where the target measure is finitely supported, our estimator enjoys sharper convergence rates. Our methodology does not rely on smoothness or continuity of the target Monge transport map and requires no computation beyond primal-dual solutions of the empirical finite dimensional problem. Finally, using similar proof techniques, we provide novel convergence rates for empirical couplings.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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