光滑最优运输图的极大极小估计

IF 3.2 1区 数学 Q1 STATISTICS & PROBABILITY
Jan-Christian Hütter, P. Rigollet
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引用次数: 70

摘要

Brenier定理是保证$\mathbb{R}^d$上的两个概率分布$P$和$Q$之间在一定正则性条件下存在最优传输映射$T$的最优传输的基础。这项工作的主要目标是在$T$的额外平滑假设下,从$P$和$Q$采样的数据建立这种传输映射的最小最大估计率。为了实现这一目标,我们开发了一个基于最小化的半对偶最优传输问题的经验版本的估计器,限制于截断的小波展开。利用半对偶和互补的极大极小下界的新稳定性参数,证明了该估计器可以实现接近极大极小最优性。此外,我们提供了合成数据的数值实验来支持我们的理论发现,并强调了平滑正则化的实际好处。这些是一般尺寸运输图的第一个最小最大估计率。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Minimax estimation of smooth optimal transport maps
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 $\mathbb{R}^d$ 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 semi-dual optimal transport problem, restricted to truncated wavelet expansions. This estimator is shown to achieve near minimax optimality using new stability arguments for the semi-dual 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.
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来源期刊
Annals of Statistics
Annals of Statistics 数学-统计学与概率论
CiteScore
9.30
自引率
8.90%
发文量
119
审稿时长
6-12 weeks
期刊介绍: The Annals of Statistics aim to publish research papers of highest quality reflecting the many facets of contemporary statistics. Primary emphasis is placed on importance and originality, not on formalism. The journal aims to cover all areas of statistics, especially mathematical statistics and applied & interdisciplinary statistics. Of course many of the best papers will touch on more than one of these general areas, because the discipline of statistics has deep roots in mathematics, and in substantive scientific fields.
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