The entropic optimal (self-)transport problem: Limit distributions for decreasing regularization with application to score function estimation
熵最优(自)传输问题:正则化递减的极限分布及其在得分函数估计中的应用
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the regularization parameter shrinks with the sample size; this regime is largely unexplored in the prior statistical literature, where $ε$ is typically held fixed. Additionally, we show that a rescaling of the barycentric projection of the empirical…