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Uniform Statistical Convergence of Empirical Sinkhorn Potentials with Exponential and Polynomial Dependence on the Regularization Parameter

arXiv 2608.29152 ↗First posted 29 Aug 2026stat.ML cs.LG math.OCcited by 0

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Abstract (arXiv)

We study the empirical Sinkhorn estimator of the entropic optimal transport potentials under the uniform loss. Since the potentials are only unique up to additive constants, we measure the error using the quotient supremum norm, defined as d_∞([u],[v]) = infa∈ℝ|u-v-a|_∞. For a fixed regularization parameter varepsilon>0, we establish a non-asymptotic statistical rate of n-1/2. This is achieved by combining the Birkhoff-Hopf contraction theorem with entropy bounds on normalized kernel sections. However, the constant in this bound grows exponentially with 1/ε. To improve this, we isolate geometric conditions under which the empirical estimator maintains the n-1/2 rate but features polynomial dependence on 1/varepsilon. The key requirement is a polynomial residual-stability estimate for the population Sinkhorn map. We provide sufficient criteria for this, including a polynomial contraction property and a local inverse estimate. Furthermore, we introduce two rigorously verifiable model classes an varepsilon-weak residual-interaction class obtained after separable centering and another based on connected tight-edge graphs for fixed discrete costs where the polynomial rate is guaranteed without relying on abstract resolvent assumptions. Finally, we establish matching minimax lower bounds demonstrating that the varepsilon n-1/2 rate cannot be uniformly improved in the bounded-interaction regime.

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References · 10

  1. 2019Statistical bounds for entropic optimal transport: sample complexity and the central limit theoremcited by 85
  2. 2021Entropic Optimal Transport: Convergence of Potentialscited by 30
  3. 2021Stability of Entropic Optimal Transport and Schr"odinger Bridgescited by 25
  4. 2021Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithmcited by 21
  5. 2021Asymptotics for semi-discrete entropic optimal transportcited by 14
  6. 2022Stability of Schr"odinger Potentials and Convergence of Sinkhorn's Algorithmcited by 13
  7. 2022Displacement smoothness of entropic optimal transportcited by 13
  8. 2023Minimum intrinsic dimension scaling for entropic optimal transportcited by 11
  9. 2024Plug-in estimation of Schr"odinger bridgescited by 8
  10. 2025Sample complexity of Schr"odinger potential estimationcited by 1

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