Stability and Oracle Inequalities for Optimal Transport Maps between General Distributions

Shubo Li, Yizhe Ding, Lingzhou Xue, Runze Li

Keywords: optimal transport; sieve estimation

TL;DR: We develop new theoretical guarantees for optimal transport map estimation under minimal regularity assumptions, providing the first provable error bounds for neural-OT estimators between general distributions.

Abstract: Optimal transport (OT) provides a powerful framework for comparing and transforming probability distributions, with wide applications in generative modeling, AI4Science and statistical inference. However, existing estimation theory typically requires stringent smoothness conditions on the underlying Brenier potentials and assumes bounded distribution supports, limiting practical applicability. In this paper, we introduce a unified theoretical framework for semi-dual OT map estimation that relaxes both of these restrictions. Building on sieved convex conjugate, our framework has two key contributions: (i) a new map stability bounds that holds without any second-order regularity assumptions on the true Brenier potentials, and (ii) an oracle inequality that cleanly decomposes the estimation error into statistical error, sieved bias, and approximation error. Specifically, our approximation error is measured in the $L^\infty$ norm rather than Sobolev norm in the existing results, aligning more naturally with classical approximation theory. Leveraging these tools, we provide statistical error of semi-dual estimators with mild and verifiable conditions on the true OT map. Moreover, we establish the first theoretical guarantee for deep neural network OT map estimator between general distributions, with Tanh network function class as an example.

Primary Area: Other (please use sparingly, only use the keyword field for more details)

Submission Number: 23488