Subadditivity and optimal matching of unbounded samples
[Sous-additivité et couplage optimal d’échantillons non bornés]
Annales de la Faculté des sciences de Toulouse : Mathématiques, Série 6, Tome 35 (2026) no. 3, pp. 697-742

We obtain new bounds for the optimal matching cost for empirical measures with unbounded support. For a large class of radially symmetric and rapidly decaying probability laws, we prove for the first time the asymptotic rate of convergence for the whole range of power exponents $p$ and dimensions $d$. Moreover we identify the exact prefactor when $p\le d$. We cover in particular the Gaussian case, going far beyond the currently known bounds. Our proof technique is based on approximate sub- and super-additivity bounds along a geometric decomposition adapted to some features of the density, such as its radial symmetry and its decay at infinity.

Nous obtenons de nouvelles bornes pour le coût d’appariement optimal de certaines mesures empiriques à support non borné. Pour une large classe de lois de probabilité à symétrie radiale et à décroissance rapide, nous établissons pour la première fois le taux asymptotique de convergence pour toute la gamme des exposants de puissance $p$ et des dimensions $d$. De plus, nous identifions le facteur multiplicatif exact lorsque $p\le d$. Nous couvrons en particulier le cas gaussien, en allant bien au-delà des bornes actuellement connues. Notre technique de preuve repose sur des bornes d’additivité approchée inférieure et supérieure, fondées sur une décomposition géométrique adaptée à certaines propriétés de la densité, telles que sa symétrie radiale et sa décroissance à l’infini.

Reçu le :
Accepté le :
Publié le :
DOI : 10.5802/afst.1861
Classification : 60D05, 90C05, 39B62, 60F25, 49Q22
Keywords: bipartite matching problem, optimal transport, geometric probability
Mots-clés : problème du couplage biparti, transport optimal, probabilité géométrique

Emanuele Caglioti  1   ; Michael Goldman  2   ; Francesca Pieroni  1   ; Dario Trevisan  3

1 Sapienza University of Rome, Department of Mathematics, Piazzale Aldo Moro, 5, 00185, Rome, Italy
2 École polytechnique, Institut Polytechnique de Paris, CMAP, CNRS, 91120 Palaiseau, France
3 University of Pisa, Department of Mathematics, Largo Bruno Pontecorvo, 5, 56127, Pisa, Italy
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
Emanuele Caglioti; Michael Goldman; Francesca Pieroni; Dario Trevisan. Subadditivity and optimal matching of unbounded samples. Annales de la Faculté des sciences de Toulouse : Mathématiques, Série 6, Tome 35 (2026) no. 3, pp. 697-742. doi: 10.5802/afst.1861
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