TheoremBase

The Score of a Penalty Pair is Determined by the Penalty

At each point of the score domain, the score of a penalty pair is the only tangent vector whose inner products with gradients of test functions are the first variations of the penalty; hence two penalty pairs with the same domains and the same penalty have the same score.

Statement

In the setting of Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation, let (D,DΣ,E,Σ)(\mathcal{D},\mathcal{D}_{\Sigma},\mathcal{E},\Sigma) be a penalty pair on P2(Rd)\mathcal{P}_{2}(\mathbb{R}^{d}), let μ∈DΣ\mu\in\mathcal{D}_{\Sigma}, and let TμT_{\mu}, ⟨⋅,⋅⟩μ\langle\cdot,\cdot\rangle_{\mu}, the test functions ψ∈Cc∞(Rd)\psi\in C_{c}^{\infty}(\mathbb{R}^{d}) with their gradients ∇ψ\nabla\psi, the maps id+t ∇ψ\mathrm{id}+t\,\nabla\psi of Rd\mathbb{R}^{d} and the push-forwards (id+t ∇ψ)#μ(\mathrm{id}+t\,\nabla\psi)_{\#}\mu be as in that definition. For this statement only, say that ξ∈Tμ\xi\in T_{\mu} represents the first variation of E\mathcal{E} at μ\mu if it has the property that Penalty Pairs on the Wasserstein Space: the Penalty, Its Score, and Their Domains (v) requires of Σ(μ)\Sigma(\mu): for every ψ∈Cc∞(Rd)\psi\in C_{c}^{\infty}(\mathbb{R}^{d}) there is a real number t0>0t_{0}>0 such that (id+t ∇ψ)#μ∈D(\mathrm{id}+t\,\nabla\psi)_{\#}\mu\in\mathcal{D} for every tt in the open interval (−t0,t0)(-t_{0},t_{0}) and the function (−t0,t0)→R(-t_{0},t_{0})\to\mathbb{R}, t↦E((id+t ∇ψ)#μ)t\mapsto\mathcal{E}\bigl((\mathrm{id}+t\,\nabla\psi)_{\#}\mu\bigr), is differentiable at 00, an interior point of that interval as recorded in that clause, with derivative ⟨ξ,∇ψ⟩μ\langle\xi,\nabla\psi\rangle_{\mu}. Then the following hold.

1. (The score is the unique representative of the first variation) Σ(μ)\Sigma(\mu) is the only element of TμT_{\mu} that represents the first variation of E\mathcal{E} at μ\mu.

2. (The score is determined by the penalty) If (D,DΣ,E,Σ′)(\mathcal{D},\mathcal{D}_{\Sigma},\mathcal{E},\Sigma') is also a penalty pair on P2(Rd)\mathcal{P}_{2}(\mathbb{R}^{d}), then Σ′(μ)=Σ(μ)\Sigma'(\mu)=\Sigma(\mu).

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