MINIMAX ESTIMATION OF SMOOTH OPTIMAL TRANSPORT MAPS

被引:29
|
作者
Huetter, Jan-Christian [1 ]
Rigollet, Philippe [2 ]
机构
[1] MIT, Broad Inst, Cambridge, MA 02139 USA
[2] MIT, Dept Math, Cambridge, MA 02139 USA
来源
ANNALS OF STATISTICS | 2021年 / 49卷 / 02期
关键词
Optimal transport; nonparametric estimation; minimax rates; wavelet estimator; REGULARIZED OPTIMAL TRANSPORT; WASSERSTEIN DECONVOLUTION; BOUNDARY-REGULARITY; ERGODIC DIFFUSIONS; GEODESIC PCA; RATES; CONVERGENCE; TIME;
D O I
10.1214/20-AOS1997
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map T between two probability distributions P and Q over R-d under certain regularity conditions. The main goal of this work is to establish the minimax estimation rates for such a transport map from data sampled from P and Q under additional smoothness assumptions on T. To achieve this goal, we develop an estimator based on the minimization of an empirical version of the semidual optimal transport problem, restricted to truncated wavelet expansions. This estimator is shown to achieve near minimax optimality using new stability arguments for the semidual and a complementary minimax lower bound. Furthermore, we provide numerical experiments on synthetic data supporting our theoretical findings and highlighting the practical benefits of smoothness regularization. These are the first minimax estimation rates for transport maps in general dimension.
引用
收藏
页码:1166 / 1194
页数:29
相关论文
共 50 条
  • [1] PLUGIN ESTIMATION OF SMOOTH OPTIMAL TRANSPORT MAPS
    Manole, Tudor
    Balakrishnan, Sivaraman
    Niles-Weed, Jonathan
    Wasserman, Larry
    [J]. ANNALS OF STATISTICS, 2024, 52 (03): : 966 - 998
  • [2] Optimal Estimation of Smooth Transport Maps with Kernel SoS
    Vacher, Adrien
    Muzellec, Boris
    Bach, Francis
    Vialard, Franccois-Xavier
    Rudi, Alessandro
    [J]. SIAM JOURNAL ON MATHEMATICS OF DATA SCIENCE, 2024, 6 (02): : 311 - 342
  • [3] Minimax-Optimal Location Estimation
    Gupta, Shivam
    Lee, Jasper C. H.
    Price, Eric
    Valiant, Paul
    [J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,
  • [4] MINIMAX ESTIMATION OF SMOOTH DENSITIES IN WASSERSTEIN DISTANCE
    Niles-Weed, Jonathan
    Berthet, Quentin
    [J]. ANNALS OF STATISTICS, 2022, 50 (03): : 1519 - 1540
  • [5] A Swiss Army Knife for Minimax Optimal Transport
    Dhouib, Sofien
    Redko, Ievgen
    Kerdoncuff, Tanguy
    Emonet, Remi
    Sebban, Marc
    [J]. 25TH AMERICAS CONFERENCE ON INFORMATION SYSTEMS (AMCIS 2019), 2019,
  • [6] A Swiss Army Knife for Minimax Optimal Transport
    Dhouib, Sofien
    Redko, Ievgen
    Kerdoncuff, Tanguy
    Emonet, Remi
    Sebban, Marc
    [J]. INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 119, 2020, 119
  • [7] ADAPTIVE AND MINIMAX OPTIMAL ESTIMATION OF THE TAIL COEFFICIENT
    Carpentier, Alexandra
    Kim, Arlene K. H.
    [J]. STATISTICA SINICA, 2015, 25 (03) : 1133 - 1144
  • [8] Estimation of KL Divergence: Optimal Minimax Rate
    Bu, Yuheng
    Zou, Shaofeng
    Liang, Yingbin
    Veeravalli, Venugopal V.
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2018, 64 (04) : 2648 - 2674
  • [9] Minimax optimal level-set estimation
    Willett, R. M.
    Nowak, R. D.
    [J]. IEEE TRANSACTIONS ON IMAGE PROCESSING, 2007, 16 (12) : 2965 - 2979
  • [10] REGULARITY OF OPTIMAL TRANSPORT MAPS
    Figalli, Alessio
    [J]. ASTERISQUE, 2010, (332) : 341 - 368