Stability of the Monge Map in Semi-Dual Optimal Transport

We propose an implicit neural formulation of optimal transport that eliminates adversarial min--max optimization and multi-network architectures commonly used in existing approaches. Our key idea is to parameterize a single potential in the Kantorovich dual and reformulate the associated c-transform as a proximal fixed-point problem. This yields a stable single-network framework in which dual feasibility is enforced exactly through proximal optimality conditions rather than adversarial training. Despite the inner fixed-point computation, gradients can be computed without differentiating through the fixed-point iterations, enabling efficient training without requiring implicit differentiation. We further establish convergence of stochastic gradient descent. The resulting framework is efficient, scalable, and broadly applicable: it simultaneously recovers forward and backward transport maps and naturally extends to class-conditional settings. Experiments on high-dimensional Gaussian benchmarks, physical datasets, and image translation tasks demonstrate strong transport accuracy together with improved training stability and favorable computational and memory efficiency.

High-dimensional optimal transport is seldom available in closed form. The one-dimensional case is exceptional because the order of the real line is compatible with convex transport costs, making monotone rearrangement optimal. This paper studies when an analogous Monge structure can be recovered in higher dimensions from a partial order. We introduce a cone-compatible Monge geometry: a closed convex cone (K) induces the order (x\preceq_K y) whenever (y-x\in K), and is compatible with a cost if ordered pairs satisfy a Monge exchange inequality. For squared Mahalanobis costs (c_M(x,y)=(x-y)^\top M(x-y)), we prove a sharp characterization: compatibility holds exactly when (K) is acute under the (M)-inner product, namely (u^\top Mv\ge0) for all (u,v\in K), equivalently (K\subseteq K_M^*). Under this condition, measures supported on cone chains admit a quantile-type closed-form optimal coupling, yielding exact transport under the original ground cost rather than after projection or metric replacement. We distinguish the resulting cone-chain Wasserstein metric on canonically ordered chain distributions from an extended directed cone transport cost on general measures, and develop feasibility, duality, stability, approximation, Gaussian recovery, statistical, and computational results. The theory is complementary to sliced and tree Wasserstein distances: it is not a universal fast surrogate, but a way to obtain interpretable, direction-valid, original-space monotone transport for ordered high-dimensional data.

We study statistical rates in entropic optimal transport in the semi-discrete regime where one measure has finite support and the other is subGaussian. Our main result establishes parametric convergence rates for the empirical dual potentials to their population counterparts, with no dimension dependence in the leading term. Our result relies on tailored strong concavity analysis of the semi-dual objective, coupled with specialized bounds for the semi-discrete potentials. As a consequence, we obtain fast rates for downstream quantities derived from the optimal coupling. Chiefly, the empirical barycentric projection achieves a squared-error rate $n^{-1}$, matching the fully compact case and improving over the less favorable $n^{-1/2}$ rate known for fully subGaussian settings. Altogether, these results may indicate a lower complexity adaptation phenomenon whereby the statistical complexity of the barycentric projection is governed by the discrete measure. As an application, we analyze Sinkhorn-EM, an EM-type algorithm in which the E-step is replaced by an entropic optimal transport problem. In a well-specified and balanced two-component Gaussian mixture model, we prove $\sqrt{n}$-consistency of the empirical iterates to their population counterparts for any fixed number of iterations, matching classical EM rates up to a $\sqrt{\log n}$ factor. Simulations support the theory.