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Quadratically Regularized Optimal Transport: nearly optimal potentials and convergence of discrete Laplace operators

arXiv 2212.00103 ↗First posted 20 Nov 2022math.AP math.PR math.STcited by 0

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Abstract (arXiv)

We consider the conjecture proposed in Matsumoto, Zhang and Schiebinger (2022) suggesting that optimal transport with quadratic regularisation can be used to construct a graph whose discrete Laplace operator converges to the Laplace--Beltrami operator. We derive first order optimal potentials for the problem under consideration and find that the resulting solutions exhibit a surprising resemblance to the well-known Barenblatt--Prattle solution of the porous medium equation. Then, relying on these first order optimal potentials, we derive the pointwise L2-limit of such discrete operators built from an i.i.d. random sample on a smooth compact manifold. Simulation results complementing the limiting distribution results are also presented.

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References · 5

  1. 2013A survey of the Schr"odinger problem and some of its connections with optimal transportcited by 286
  2. 2018Error estimates for spectral convergence of the graph Laplacian on random geometric graphs towards the Laplace--Beltrami operatorcited by 70
  3. 2018Dynamical Optimal Transport on Discrete Surfacescited by 16
  4. 2019Quadratically regularized optimal transportcited by 15
  5. 2022Beyond kNN: Adaptive, Sparse Neighborhood Graphs via Optimal Transportcited by 3

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