论文标题
实证最佳运输的分配限制的统一方法
A Unifying Approach to Distributional Limits for Empirical Optimal Transport
论文作者
论文摘要
我们为中心极限类型定理提供了一种统一的方法,用于经验最佳运输(OT)。通常,极限分布的特征是高斯过程的上流。我们明确表征限制分布正常或退化为狄拉克度量时。此外,与最新在欧几里得空间上的经验分配限制定律的贡献相反,需要以其预期为中心,此处获得的分布限制围绕人口数量,这非常适合统计应用。 我们理论的核心是Kantorovich二重性,代表OT是函数类$ \ MATHCAL {F} _ {C} $的近端,对于基本的足够正常成本函数$ C $。在这方面,OT被认为是在$ \ ell^{\ infty}(\ Mathcal {f} _ {c})上定义的功能,$从$ \ Mathcal {f} _ {c} _ {c} $ to $ \ Mathbb {r} $和uniform nound的Banach banach banach空间。我们证明了OT功能是Hadamard定向可区分的,并通过一种功能增量方法得出了分布的分布,该方法需要在$ \ ell^{\ elfty}(\ Mathcal {f} _ {c})中弱化基础经验过程弱收敛。后者可以处理经验过程理论,并且需要$ \ Mathcal {f} _ {C} $作为Donsker类。我们提供足够的条件,具体取决于地面空间的维度,基本成本函数和所考虑的概率措施,以保证Donsker财产。总体而言,我们的方法揭示了中心限制定理的固有的值得注意的权衡:Kantorovich二元性需要$ \ Mathcal {f} _ {C} $才能充分富裕,而经验过程仅在$ \ nathcal {f} _ {c conpection时才弱化。
We provide a unifying approach to central limit type theorems for empirical optimal transport (OT). In general, the limit distributions are characterized as suprema of Gaussian processes. We explicitly characterize when the limit distribution is centered normal or degenerates to a Dirac measure. Moreover, in contrast to recent contributions on distributional limit laws for empirical OT on Euclidean spaces which require centering around its expectation, the distributional limits obtained here are centered around the population quantity, which is well-suited for statistical applications. At the heart of our theory is Kantorovich duality representing OT as a supremum over a function class $\mathcal{F}_{c}$ for an underlying sufficiently regular cost function $c$. In this regard, OT is considered as a functional defined on $\ell^{\infty}(\mathcal{F}_{c})$ the Banach space of bounded functionals from $\mathcal{F}_{c}$ to $\mathbb{R}$ and equipped with uniform norm. We prove the OT functional to be Hadamard directional differentiable and conclude distributional convergence via a functional delta method that necessitates weak convergence of an underlying empirical process in $\ell^{\infty}(\mathcal{F}_{c})$. The latter can be dealt with empirical process theory and requires $\mathcal{F}_{c}$ to be a Donsker class. We give sufficient conditions depending on the dimension of the ground space, the underlying cost function and the probability measures under consideration to guarantee the Donsker property. Overall, our approach reveals a noteworthy trade-off inherent in central limit theorems for empirical OT: Kantorovich duality requires $\mathcal{F}_{c}$ to be sufficiently rich, while the empirical processes only converges weakly if $\mathcal{F}_{c}$ is not too complex.