TheoremBase

McCann's Tangent Inequality on the Torus, and Monotonicity of the Score Along Optimal Maps

On the torus the entropy lies above its tangent along optimal maps: the entropy of the target is at least that of the source plus the pairing of the source score with the optimal displacement; adding the inequalities in both directions shows the score is monotone along optimal maps.

Statement

In the setting of Optimal Transport on the Flat Torus: Standing Notation, let PEnt(Td)\mathcal{P}^{\mathrm{Ent}}(\mathbb{T}^{d}) and Ent\mathrm{Ent} be as in The Entropy of Measures on the Torus: Nonnegativity, Absolute Continuity and Closed Sublevel Sets §finite-entropy-set, and let PI(Td)\mathcal{P}^{\mathcal{I}}(\mathbb{T}^{d}) and the score ξμ\xi_{\mu} be as in Finite Torus Fisher Information, the Torus Score and the Torus Fisher Information of a Probability Measure on the Torus §finite. Members of PEnt(Td)\mathcal{P}^{\mathrm{Ent}}(\mathbb{T}^{d}) are absolutely continuous by The Entropy of Measures on the Torus: Nonnegativity, Absolute Continuity and Closed Sublevel Sets §nonnegative, so optimal maps out of them exist by McCann's Theorem on the Flat Torus: Optimal Couplings out of an Absolutely Continuous Measure are Induced by a Unique Map with a Periodic Potential §map; the displacement field of a Borel map is a bounded Borel map by The Flat Torus Distance: Minimality of the Wrapped Displacement, Periodicity, the Metric on the Unit Cell and the Lipschitz Bound §range, so its class lies in L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}) for every μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}).

1. (Tangent inequality) Let μ,ν∈PEnt(Td)\mu,\nu\in\mathcal{P}^{\mathrm{Ent}}(\mathbb{T}^{d}) with μ∈PI(Td)\mu\in\mathcal{P}^{\mathcal{I}}(\mathbb{T}^{d}), and let TT be an optimal map from μ\mu to ν\nu. Then

Ent(ν)≥Ent(μ)+⟨ξμ,vT⟩μ.\mathrm{Ent}(\nu)\ge\mathrm{Ent}(\mu)+\langle\xi_{\mu},v_{T}\rangle_{\mu}.

2. (Monotone score) Let μ,ν∈PEnt(Td)∩PI(Td)\mu,\nu\in\mathcal{P}^{\mathrm{Ent}}(\mathbb{T}^{d})\cap\mathcal{P}^{\mathcal{I}}(\mathbb{T}^{d}), let TT be an optimal map from μ\mu to ν\nu and SS one from ν\nu to μ\mu. Then

⟨ξμ,vT⟩μ+⟨ξν,vS⟩ν≤0.\langle\xi_{\mu},v_{T}\rangle_{\mu}+\langle\xi_{\nu},v_{S}\rangle_{\nu}\le0 .

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