We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions for the $L^p$-estimation error with arbitrary $p \in [1,\infty)$ and for linear functionals of the empirical OT map. The former has a non-Gaussian limit, while the latter attains asymptotic normality. For both cases, we also establish consistency of the nonparametric bootstrap. The derivation of our limit theorems relies on new stability estimates of functionals of the OT map with respect to the dual potential vector, which could be of independent interest.
翻译:半离散最优输运映射的极限定理
我们研究已知绝对连续参考分布到未知有限离散目标分布的最优输运(OT)映射(也称Brenier映射)的统计推断。我们导出了$L^p$-估计误差的极限分布(其中$p \in [1,\infty)$)以及经验OT映射的线性泛函。前者具有非高斯极限,而后者获得渐近正态性。对于两种情况,我们还建立了非参数Bootstrap的一致性。我们的极限定理的推导依赖于OT映射的函数稳定性估计与对偶势矢量的关系,这可能具有独立的利益。