arXiv:2502.12326math.STcs.LG2025-02被引 13

提出新稳定性界,无需光滑假设即可高效估计最优传输映射。

Stability Bounds for Smooth Optimal Transport Maps and their Statistical Implications

  • 基于新稳定性界,将映射估计转化为密度估计问题。
  • 在强对数凹分布下构造无调参新估计器,性能更优。
  • 突破传统光滑性限制,适合非光滑分布场景使用。

我们研究了两个概率分布间最优传输(OT)映射的估计器,重点关注从底层分布估计量导出的插件估计器。本文建立了新型的OT映射稳定性界,推广了以往工作,并使最优映射估计问题可简化为在Wasserstein距离下最优密度估计问题。相比以往依赖Monge-Ampère方程正则性理论、需施加不自然假设的工作,本方法避免了此类限制。同时,我们揭示了插件估计器中稳定性界与基于Brenier势函数估计器中半对偶泛函增长界之间的深层联系。通过重新分析Manole等人的平滑设定中的两种估计器,在更一般条件下验证了新界的适用性。关键的是,我们的边界不依赖于底层测度的光滑性或有界性。作为应用实例,我们提出了一个针对两个强对数凹分布间OT映射的全新无调参估计器,并对其进行了理论分析。

原文摘要 · Abstract (English)

We study estimators of the optimal transport (OT) map between two probability distributions. We focus on plugin estimators derived from the OT map between estimates of the underlying distributions. We develop novel stability bounds for OT maps which generalize those in past work, and allow us to reduce the problem of optimally estimating the transport map to that of optimally estimating densities in the Wasserstein distance. In contrast, past work provided a partial connection between these problems and relied on regularity theory for the Monge-Ampere equation to bridge the gap, a step which required unnatural assumptions to obtain sharp guarantees. We also provide some new insights into the connections between stability bounds which arise in the analysis of plugin estimators and growth bounds for the semi-dual functional which arise in the analysis of Brenier potential-based estimators of the transport map. We illustrate the applicability of our new stability bounds by revisiting the smooth setting studied by Manole et al., analyzing two of their estimators under more general conditions. Critically, our bounds do not require smoothness or boundedness assumptions on the underlying measures. As an illustrative application, we develop and analyze a novel tuning parameter-free estimator for the OT map between two strongly log-concave distributions.

最优传输统计估计稳定性分析无调参

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