Asymptotics of smoothed Wasserstein distances

DOI10.1007/S11118-020-09895-9MaRDI QIDQ2118845zbMATH OpenOpenAlexFDO

Authors Jonathan Niles-Weed, Hongbin Chen

Publication date 23 March 2022

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.00738

zbMATH Keywords

Wasserstein distanceheat semigroupEuclidean spacelong time asymptoticspolynomial rate

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: We investigate contraction of the Wasserstein distances on $mathbb{R}^d$ under Gaussian smoothing. It is well known that the heat semigroup is exponentially contractive with respect to the Wasserstein distances on manifolds of positive curvature; however, on flat Euclidean space---where the heat semigroup corresponds to smoothing the measures by Gaussian convolution---the situation is more subtle. We prove precise asymptotics for the $2$-Wasserstein distance under the action of the Euclidean heat semigroup, and show that, in contrast to the positively curved case, the contraction rate is always polynomial, with exponent depending on the moment sequences of the measures. We establish similar results for the $p$-Wasserstein distances for $peq2$ as well as the $ch{i}^2$ divergence, relative entropy, and total variation distance. Together, these results establish the central role of moment matching arguments in the analysis of measures smoothed by Gaussian convolution.

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Cited in

(10)

• A smooth variational principle on Wasserstein space
• Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
• On smooth approximations in the Wasserstein space
• Berry-Esseen smoothing inequality for the Wasserstein metric on compact Lie groups
• Limit distribution theory for smooth \(p\)-Wasserstein distances
• Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• Optimal transport methods for combinatorial optimization over two random point sets
• Statistical inference with regularized optimal transport
• Optimal Couplings of Kantorovich-Rubinstein-Wasserstein Lp-distance

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