math.STJun 5, 2026

A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space

Authors: Munsik Kim

Abstract

We study the minimax rate of estimating a future value μtn+hμ_{t_n+h} of a curve tμtt\mapstoμ_t in the 22-Wasserstein space P2(Rd)\mathcal{P}_2(\mathbb{R}^d) from finitely many noisy snapshots of its past, under an adiabatic bound tkvε\|\nabla_t^k v\|\le\varepsilon on the kk-th covariant derivative of the velocity field. Our central result is a unified temporal-spatial minimax lower bound: over regular, locally transport-rich subclasses, every estimator incurs W2W_2-risk with MM-exponent γd(k+1)/(k+1+γd)γ_d(k+1)/(k+1+γ_d), γd=min(1/d,1/2)γ_d=\min(1/d,1/2) (MM the total sample size). It follows from a temporal-to-spatial reduction: the smoothness budget defines a reachable W2W_2-ball into which a transport packing is embedded along the time axis, and the information of the entire snapshot experiment is controlled by a Fano argument -- the spatial packing is classical, but its smoothness-admissible temporal embedding and the full-window analysis are new. The bound interpolates a dimension-free extrapolation floor of order εhk+1\varepsilon h^{k+1} -- the irreducible cost of an unobserved future, present even with the exact past -- and the spatial estimation curse MγdM^{-γ_d}, recovering the static distribution-estimation rate as kk\to\infty. We state the lower bound in a design-dependent form -- with a design-weighted effective sample size -- valid for arbitrary observation times, and obtain the closed-form exponent in the dense (equispaced) regime. The matching upper bound is established at k=0k=0 (rate M1/(d+1)M^{-1/(d+1)}, d3d\ge3) and, in a translation submodel, for all kk; for k1k\ge1 a covariant estimator attains the rate conditionally on two estimates (a comparison-geometry bias bound and an optimal-transport map-estimation rate), leaving the unconditional general-kk upper bound as an open problem. Numerical experiments on synthetic curved and flat families corroborate the predicted exponents.

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