Uniform Statistical Convergence of Empirical Sinkhorn Potentials with Exponential and Polynomial Dependence on the Regularization Parameter

📅 2026-08-29
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🤖 AI Summary
研究使用经验Sinkhorn估计器解决熵最优传输势函数的统计收敛问题,通过结合Birkhoff-Hopf收缩定理和熵界来实现,并提出几何条件以改进依赖于正则化参数的方法。
📝 Abstract
We study the empirical Sinkhorn estimator of the entropic optimal transport potentials under the uniform loss. Since the potentials are only unique up to additive constants, we measure the error using the quotient supremum norm, defined as $d_\infty([u],[v]) = \inf_{a\in\mathbb{R}}\|u-v-a\|_\infty$. For a fixed regularization parameter $\varepsilon>0$, we establish a non-asymptotic statistical rate of $n^{-1/2}$. This is achieved by combining the Birkhoff-Hopf contraction theorem with entropy bounds on normalized kernel sections. However, the constant in this bound grows exponentially with $1/ε$. To improve this, we isolate geometric conditions under which the empirical estimator maintains the $n^{-1/2}$ rate but features polynomial dependence on $1/\varepsilon$. The key requirement is a polynomial residual-stability estimate for the population Sinkhorn map. We provide sufficient criteria for this, including a polynomial contraction property and a local inverse estimate. Furthermore, we introduce two rigorously verifiable model classes an $\varepsilon$-weak residual-interaction class obtained after separable centering and another based on connected tight-edge graphs for fixed discrete costs where the polynomial rate is guaranteed without relying on abstract resolvent assumptions. Finally, we establish matching minimax lower bounds demonstrating that the $\varepsilon n^{-1/2}$ rate cannot be uniformly improved in the bounded-interaction regime.
Problem

Research questions and friction points this paper is trying to address.

Empirical Sinkhorn Estimator
Uniform Convergence
Regularization Parameter
Optimal Transport Potentials
Innovation

Methods, ideas, or system contributions that make the work stand out.

empirical Sinkhorn estimator
polynomial dependence
uniform statistical convergence
quotient supremum norm
residual-stability estimate
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D
Denis Belomestny
Department of Mathematics, University of Duisburg-Essen