Sinkhorn Linearization and the Spectral Proxy: Unifying the Statistical and Algorithmic Theory of Feature-Parameterized Inverse Optimal Transport via a Single Spectral Sandwich

arXiv:2608.13201v1 Announce Type: cross Abstract: We develop the statistical and algorithmic theory of inverse optimal transport (IOT) under the feature-parameterized cost C_theta(i,j) = -theta^T phi(i,j). The core technical contribution is the Sinkhorn linearization -- the implicit-function sensitivity of the entropic OT plan to the cost -- together with its spectral proxy, a formula that is spectrally exact yet geometrically transparent. The restricted Hessian on the tangent space satisfies the spectral sandwich (pi_min/epsilon) I = (pi_min/(a_max epsilon)) sqrt(lambda_min(Sigma)) that drives the entire theory. On this core we establish four theorems and one observation. T1 (identifiability): theta is globally injective on the quotient of the gauge kernel, with dimension bound F = pi_min^2 lambda_min(Sigma) / epsilon^2 guarantees monotone gradient descent convergence. O5 (misspecification): the estimator converges to the OT-model projection of the truth; the Holder continuity of the projection map is assessed numerically, yielding setting-dependent empirical exponents alpha_eff in (0,1).

Source: arXiv cs.LG | 2026-08-14