Tight Stability Bounds for Entropic Brenier Maps

Abstract Entropic Brenier maps are regularized analogues of Brenier maps (optimal transport maps) which converge to Brenier maps as the regularization parameter shrinks. In this work, we prove quantitative stability bounds between entropic Brenier maps under variations of the target measure. In particular, when all measures have bounded support, we establish the optimal Lipschitz constant for the mapping from probability measures to entropic Brenier maps. This provides an exponential improvement to a result of Carlier, Chizat, and Laborde (2024). As an application, we prove near-optimal bounds for the stability of semi-discrete unregularized Brenier maps for a family of discrete target measures.

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Publication Details

Journal
International Mathematics Research Notices
Published
2025-03-23
DOI
https://doi.org/10.1093/imrn/rnaf078
Citations
3
Primary Topic
Wheat and Barley Genetics and Pathology
Type
article
Field-Weighted Citation Impact
5.25
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article

Tight Stability Bounds for Entropic Brenier Maps

3 citations
International Mathematics Research Notices
Wheat and Barley Genetics and Pathology
5.25
article

Tight Stability Bounds for Entropic Brenier Maps

article en
3 citations

Abstract

Abstract Entropic Brenier maps are regularized analogues of Brenier maps (optimal transport maps) which converge to Brenier maps as the regularization parameter shrinks. In this work, we prove quantitative stability bounds between entropic Brenier maps under variations of the target measure. In particular, when all measures have bounded support, we establish the optimal Lipschitz constant for the mapping from probability measures to entropic Brenier maps. This provides an exponential improvement to a result of Carlier, Chizat, and Laborde (2024). As an application, we prove near-optimal bounds for the stability of semi-discrete unregularized Brenier maps for a family of discrete target measures.

International Mathematics Research NoticesVol. 2025(7)
Courant Institute of Mathematical Sciences (US), Technical Database Services (United States) (US), ENSAE Paris (FR)
Openalex Percentile: Top 5%
Wheat and Barley Genetics and Pathology
5.25
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