15 November 2023 Quantitative stability of optimal transport maps under variations of the target measure
Alex Delalande, Quentin Mérigot
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Duke Math. J. 172(17): 3321-3357 (15 November 2023). DOI: 10.1215/00127094-2022-0106

Abstract

We study the quantitative stability of the quadratic optimal transport map between a fixed probability density ρ and a probability measure μ on Rd, which we denote Tμ. Assuming that the source density ρ is bounded from above and below on a compact convex set, we prove that the map μTμ is bi-Hölder continuous on large families of probability measures, such as the set of probability measures whose moment of order p>d is bounded by some constant. These stability estimates show that the linearized optimal transport metric W2,ρ(μ,ν)=TμTνL2(ρ,Rd) is bi-Hölder equivalent to the 2-Wasserstein distance on such sets, justifying its use in applications.

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Alex Delalande. Quentin Mérigot. "Quantitative stability of optimal transport maps under variations of the target measure." Duke Math. J. 172 (17) 3321 - 3357, 15 November 2023. https://doi.org/10.1215/00127094-2022-0106

Information

Received: 22 July 2021; Revised: 23 November 2022; Published: 15 November 2023
First available in Project Euclid: 14 January 2024

Digital Object Identifier: 10.1215/00127094-2022-0106

Subjects:
Primary: 49K40
Secondary: 30L05

Keywords: convex analysis , functional analysis , metric geometry , Optimal transport , quantitative stability

Rights: Copyright © 2023 Duke University Press

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Vol.172 • No. 17 • 15 November 2023
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