Limit theorems for entropic optimal transport maps and Sinkhorn divergence
Limit theorems for entropic optimal transport maps and Sinkhorn divergence
We study limit theorems for entropic optimal transport (EOT) maps, dual potentials, and the Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard differentiability analysis of EOT potentials with respect to the marginals, which may be of independent interest. Given the differentiability results, the functional …