Limit theorems for semidiscrete optimal transport maps

03/17/2023

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by   Ritwik Sadhu, et al.

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We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions for the L^p-estimation error with arbitrary p ∈ [1,∞) and for linear functionals of the empirical OT map. The former has a non-Gaussian limit, while the latter attains asymptotic normality. For both cases, we also establish consistency of the nonparametric bootstrap. The derivation of our limit theorems relies on new stability estimates of functionals of the OT map with respect to the dual potential vector, which could be of independent interest.