Convergence of the Sinkhorn Riemannian metric for finitely supported measures

RESUMO

The Sinkhorn Riemannian metric characterizes the local behavior of the Sinkhorn divergence, a debiased version of entropy-regularized optimal transport. Although the Sinkhorn divergence is known to approximate the squared Wasserstein-2 distance as the regularization parameter $\varepsilon$ goes to $0$, the behavior of the Sinkhorn Riemannian metric as $\varepsilon\to 0$ remains largely open. To the best of our knowledge, the only existing argument is for measures with a density and is still a formal computation. In this work, we prove the convergence of the Sinkhorn Riemannian metric as $\varepsilon\to 0$ in the case of finitely supported measures undergoing horizontal perturbations. Under our assumptions, our techniques additionally allow us to prove the convergence of higher order derivatives of the Sinkhorn Riemannian metric, thereby ensuring the convergence of the associated Riemann curvature tensor and Christoffel symbols as $\varepsilon\to 0$. We also compare with the absolutely continuous setting and show where our approach fails for measures with a density.