Optimal transport map estimation in general function spaces
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We consider the problem of estimating the optimal transport map between a (fixed) source distribution P and an unknown target distribution Q, based on samples from Q. The estimation of such optimal transport maps has become increasingly relevant in modern statistical applications, such as generative modeling. At present, estimation rates are only known in a few settings (e.g. when P and Q have densities bounded above and below and when the transport map lies in a Hölder class), which are often not reflected in practice. We present a unified methodology for obtaining rates of estimation of optimal transport maps in general function spaces. Our assumptions are significantly weaker than those appearing in the literature: we require only that the source measure P satisfies a Poincaré inequality and that the optimal map be the gradient of a smooth convex function that lies in a space whose metric entropy can be controlled. As a special case, we recover known estimation rates for bounded densities and Hölder transport maps, but also obtain nearly sharp results in many settings not covered by prior work. For example, we provide the first statistical rates of estimation when P is the normal distribution and the transport map is given by an infinite-width shallow neural network.
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