#
Generalizations of Talagrand Inequality for Sinkhorn Distance Using Entropy Power Inequality^{ †}

^{1}

^{2}

^{*}

^{†}

## Abstract

**:**

## 1. Introduction

#### 1.1. Literature Review

#### 1.2. Contributions

- (1)
- We derive an HWI-type inequality for Sinkhorn distance using a modification of Bolley’s proof in [4] (see Theorem 2).
- (2)
- We prove two new Talagrand-type inequalities (see Theorems 3 and 4). These inequalities are obtained via a numerical term C related to the saturation, or the tightness, of EPI. We claim that this term can be computed with arbitrary deconvolution of one side marginal, while the optimal deconvolution is shown to be unknown beyond the Gaussian case. Nevertheless, we simulate suboptimally this term for a variety of distributions in Figure 1.
- (3)
- We show that the geometry observed by Sinkhorn distance is smoothed in the sense of measure concentration. In other words, Sinkhorn distance implies a dimensional measure concentration inequality following Marton’s method (see Corollary 2). This inequality has a simple form of normal concentration that is related to the term C and is weaker than the one implied by Wasserstein distance.
- (4)
- Our theoretical results are validated via numerical simulations (see Section 4). These simulations reveal several reasons for which our bounds can be either tight or loose.

#### Connections to Prior Art

#### 1.3. Notation

#### 1.4. Organization of the Paper

## 2. Preliminaries

#### 2.1. Synopsis of Optimal Transport

**Definition**

**1**

**Definition**

**2**

**Definition**

**3**

#### 2.2. Measure Concentration

**Theorem**

**1**

- μ satisfies $\mathit{T}\left(\lambda \right)$.
- μ has a dimension-free normal concentration with $\kappa =\frac{1}{2\lambda}$.

#### 2.3. Entropy Power Inequality and Deconvolution

## 3. Main Theoretical Results

**Theorem**

**2**

**Proof.**

**Remark**

**2.**

**Theorem**

**3**

**Proof.**

**Remark**

**3**

**Remark**

**4**

**Figure 1.**Plot of the numerical term C subject to the information constraint R evaluated with respect to different distributions for the one-dimensional case.

**Remark**

**5**

**Corollary**

**1.**

**Proof.**

**Remark**

**6**

**Corollary**

**2.**

**Proof.**

**Remark**

**7**

**Theorem**

**4.**

**Proof.**

**Remark**

**8**

**Remark**

**9.**

**Theorem**

**5**

**Proof.**

## 4. Numerical Simulations

**Figure 2.**Numerical simulations and bounds via (16) for different R. (

**a**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}\sim \mathcal{N}(0,\frac{1}{100})$. (

**b**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}\sim Cauchy(0,10)$. (

**c**) $d{P}_{X}={e}^{-V},V={(x/5)}^{2}/2+|x/10|+{e}^{-|x/10|}+k,k\in \mathbb{R}$ and $d{P}_{Y}\sim \mathcal{N}(0,\frac{1}{25})$.

**Figure 3.**Numerical simulations and bounds via (21) for different R. (

**a**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}\sim Cauchy(0,10)$. (

**b**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}\sim {\chi}^{2}\left(6\right)$. (

**c**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}\sim Exp\left(0.2\right)$. (

**d**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}\sim Laplace(0,5)$. (

**e**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}$ is Gamma distribution with $\alpha =2$ and $\beta =0.2$. (

**f**) $d{P}_{X}\sim \mathcal{N}(0,\frac{1}{25})$ and $d{P}_{Y}=\frac{1}{2}\mathcal{N}(-20,\frac{1}{25})+\frac{1}{2}\mathcal{N}(20,\frac{1}{25})$.

**Figure 4.**Probability densities of $d{P}_{X}={e}^{-V},V={(x/5)}^{2}/2+{(x/5)}^{4}+k,k\in \mathbb{R}$ and $d{P}_{Y}\sim \mathcal{N}(0,{\displaystyle \frac{1}{25}})$.

## 5. Conclusions and Future Directions

## Author Contributions

## Funding

## Institutional Review Board Statement

## Informed Consent Statement

## Data Availability Statement

## Conflicts of Interest

## Abbreviations

OT | optimal transport |

EPI | entropy power inequality |

SP | Schrödinger problem |

GAN | generative adversarial network |

RHS | right-hand side |

a.e. | almost everywhere |

POT | Python Optimal Transport |

## Appendix A. Proof of Theorem 2

## Appendix B. Proof of Corollary 2

## Appendix C. Proof of the Dimensionality of (20)

## Appendix D. Proof of Theorem 4

## Appendix E. Proof of Theorem 5

## Appendix F. Background Material

**Theorem**

**A1**

**Lemma**

**A1**

**Lemma**

**A2**

**Definition**

**A1**

**Definition**

**A2**

**Definition**

**A3**

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**MDPI and ACS Style**

Wang, S.; Stavrou, P.A.; Skoglund, M. Generalizations of Talagrand Inequality for Sinkhorn Distance Using Entropy Power Inequality. *Entropy* **2022**, *24*, 306.
https://doi.org/10.3390/e24020306

**AMA Style**

Wang S, Stavrou PA, Skoglund M. Generalizations of Talagrand Inequality for Sinkhorn Distance Using Entropy Power Inequality. *Entropy*. 2022; 24(2):306.
https://doi.org/10.3390/e24020306

**Chicago/Turabian Style**

Wang, Shuchan, Photios A. Stavrou, and Mikael Skoglund. 2022. "Generalizations of Talagrand Inequality for Sinkhorn Distance Using Entropy Power Inequality" *Entropy* 24, no. 2: 306.
https://doi.org/10.3390/e24020306