It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of these recently proposed methods still degrades exponentially with the dimension. In this paper, thanks to an infinite-dimensional sum-of-squares representation, we derive a statistical estimator of smooth optimal transport which achieves a precision $\varepsilon$ from $\tilde{O}(\varepsilon^{-2})$ independent and identically distributed samples from the distributions, for a computational cost of $\tilde{O}(\varepsilon^{-4})$ when the smoothness increases, hence yielding dimension-free statistical and computational rates, with potentially exponentially dimension-dependent constants.
翻译:众所周知,对最佳运输的插件统计估计受到维度的诅咒。尽管最近努力提高估算率,使问题更加平滑,但最近提出的这些方法的计算复杂性仍然随其维度而成倍下降。 在本文中,由于一个无限的方形总和的表示法,我们从美元(tilde{O}(\varepsilon}-2})中提取了一个对平稳最佳运输的统计估计数据,从分配中独立和同样分布的样本中得出一个精确的美元(varepsilon}($),以当光度增加时计算成本$($\tilde{O}(\varepsilon}-4}),从而产生无维度统计和计算率,并可能具有指数化的维度常数。