Sharp Asymptotics for Regularized Optimal Transport
Abstract
We study the small-regularization limit for $L^p$-regularized optimal transport with $1<p<\infty$ and for entropically regularized optimal transport (EOT).
The exact first-order (respectively, second-order) asymptotics are determined explicitly under mild assumptions on the source and target measures.
Our work generalizes the existing results for quadratic and entropic regularization, and connects them by a natural interpolation via $p\in(1,2)$.
We derive all these asymptotics in a unified manner by a novel approach that separates the local computation of the optimal profile from the global enforcement of the marginal constraints: convex duality leads to Gaussian profiles for entropy and Barenblatt profiles for $L^p$-regularization, while a quantization construction turns these local profiles into couplings.
이 뉴스, 어떠셨어요?
탭 한 번으로 반응 · 로그인 불필요