The Density Cost Along Optimal Maps is Controlled by the Monotonicity of the Score
lemmaAnalysisProbabilitylem:density-cost-optimal-maps-euclidean-2026aFor two absolutely continuous measures with finite Fisher information and the optimal maps between them, the difference of their density costs is at most any positive multiple A of the sum of the pairings of the scores with the two optimal displacements, plus the dimension times the square of the Lipschitz constant divided by A.
In the setting of Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation, with the space and its inner product , let finite Fisher information, the set and the score be those of that definition, and let convex Lipschitz integrands, the set and the density cost be those of that definition. Let be nonnegative and let be a convex Lipschitz integrand with constant . Let be absolutely continuous, so that , let be an optimal map from to and an optimal map from to , and let and be the classes of The Optimal Map as a Square-Integrable Vector Field: Integrability, Transport Cost and Uniqueness of the Class §square-integrable. The number is read in as in The Real Numbers: Standing Notation and Background §numbers.
1. (Displacement bound)¶ For every positive ,
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