English

Distributional Shrinkage II: Higher-Order Scores Encode Brenier Map

Statistics Theory 2026-03-27 v3 Machine Learning Probability Machine Learning Statistics Theory

Abstract

Consider the additive Gaussian model Y=X+σZY = X + \sigma Z, where XPX \sim P is an unknown signal, ZN(0,1)Z \sim N(0,1) is independent of XX, and σ>0\sigma > 0 is known. Let QQ denote the law of YY. We construct a hierarchy of denoisers T0,T1,,T ⁣:RRT_0, T_1, \ldots, T_\infty \colon \mathbb{R} \to \mathbb{R} that depend only on higher-order score functions q(m)/qq^{(m)}/q, m1m \geq 1, of QQ and require no knowledge of the law PP. The KK-th order denoiser TKT_K involves scores up to order 2K12K{-}1 and satisfies Wr(TKQ,P)=O(σ2(K+1))W_r(T_K \sharp Q, P) = O(\sigma^{2(K+1)}) for every r1r \geq 1; in the limit, TT_\infty recovers the monotone optimal transport map (Brenier map) pushing QQ onto PP. We provide a complete characterization of the combinatorial structure governing this hierarchy through partial Bell polynomial recursions, making precise how higher-order score functions encode the Brenier map. We further establish rates of convergence for estimating these scores from nn i.i.d.\ draws from QQ under two complementary strategies: (i) plug-in kernel density estimation, and (ii) higher-order score matching. The construction reveals a precise interplay among higher-order Fisher-type information, optimal transport, and the combinatorics of integer partitions.

Cite

@article{arxiv.2512.09295,
  title  = {Distributional Shrinkage II: Higher-Order Scores Encode Brenier Map},
  author = {Tengyuan Liang},
  journal= {arXiv preprint arXiv:2512.09295},
  year   = {2026}
}

Comments

25 pages

R2 v1 2026-07-01T08:18:17.880Z