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二次正则化最优传输的几何与收敛性 II

Geometry and Convergence of Quadratically Regularized Optimal Transport II

Alberto González-Sanz, Marcel Nutz

arXiv 2610.02077首次发表:更新:

发表机构

Columbia University(哥伦比亚大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文研究小正则化参数下二次正则化最优传输的几何结构,证明支撑集逼近Brenier映射,并给出收敛速率与精确常数,表明其可作为经典最优传输的稀疏近似。

AI 中文摘要

我们研究在小正则化参数 $\varepsilon$ 情形下具有二次代价的二次正则化最优传输问题,此时最优耦合的支撑集是稀疏的。对于 $\mathbb{R}^d$ 中的光滑边缘密度,我们证明支撑集包含 Brenier 映射的图。在以 Brenier 像为中心并按 $\ell=\varepsilon^{1/(d+2)}$ 缩放后,当 $\varepsilon\to0$ 时,支撑集的截面具有显式的椭球极限,但在边界点处极限为半空间剖面。最优对偶势允许在 $\ell^2$ 阶上展开,且一致到边界。我们识别出首项系数,其由公共局部剖面和由线性 Neumann 问题确定的相反全局修正组成。最后,我们分析 Brenier 映射的两种近似,即对偶势的梯度和耦合的条件均值。我们获得精确的 $L^p$ 阶 $\ell^{1+1/p}$ 及其精确首项常数,并进一步识别出主要的内部和边界偏差。综合来看,我们的结果表明二次正则化诱导了对经典最优传输的精确稀疏近似。

英文摘要

We study quadratically regularized optimal transport with quadratic cost in the regime of small regularization $\varepsilon$, where the support of the optimal coupling is sparse. For smooth marginal densities in $\mathbb{R}^d$, we show that the support contains the graph of the Brenier map. After centering by the Brenier image and rescaling by $\ell=\varepsilon^{1/(d+2)}$, the sections of the support have explicit ellipsoidal limits for $\varepsilon\to0$, except at boundary points, where the limits are half-space profiles. The optimal dual potentials admit expansions at order $\ell^2$, uniformly up to the boundary. We identify the leading coefficients, which consist of a common local profile and opposite global corrections determined by a linear Neumann problem. Finally, we analyze two approximations to the Brenier map, namely the gradient of the dual potential and the conditional mean of the coupling. We obtain the sharp $L^p$ rate $\ell^{1+1/p}$ with exact leading constants and further identify the leading interior and boundary biases. Taken together, our results illustrate that quadratic regularization induces an accurate sparse approximation of classical optimal transport.

论文原文

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