The Gaussian-smoothed optimal transport (GOT) framework, pioneered in Goldfeld et al. (2020) and followed up by a series of subsequent papers, has quickly caught attention among researchers in statistics, machine learning, information theory, and related fields. One key observation made therein is that, by adapting to the GOT framework instead of its unsmoothed counterpart, the curse of dimensionality for using the empirical measure to approximate the true data generating distribution can be lifted. The current paper shows that a related observation applies to the estimation of nonparametric mixing distributions in discrete exponential family models, where under the GOT cost the estimation accuracy of the nonparametric MLE can be accelerated to a polynomial rate. This is in sharp contrast to the classical sub-polynomial rates based on unsmoothed metrics, which cannot be improved from an information-theoretical perspective. A key step in our analysis is the establishment of a new Jackson-type approximation bound of Gaussian-convoluted Lipschitz functions. This insight bridges existing techniques of analyzing the nonparametric MLEs and the new GOT framework.
翻译:Goldfeld等人(2020年)率先推出的高斯移动最佳运输框架(GOT)在Goldfeld等人(2020年)之后,随后又发表了一系列论文,很快在统计、机器学习、信息理论及相关领域引起研究人员的注意。其中的一项关键观察意见是,通过适应GON框架,而不是其未移动的对应方,可以解除使用实证措施来接近真实数据生成分布的维度的诅咒。本文表明,相关观察适用于对离散指数式家庭模型中非参数混合分布的估计,根据Goldfeld等人(2020年),非参数 MLE的估算准确性成本可以加速到多元比率。这与基于未移动指标的经典次球系速率形成鲜明对比,无法从信息理论学角度加以改进。我们分析的一个关键步骤是建立一个新型的杰克逊式近距离,由高斯-卷动的 Lipschitz函数组成。这一现有分析非参数 MLE和新的GTO框架的洞察力桥梁。