Breakdown properties of optimal transport maps: general transportation costs

๐Ÿ“… 2026-03-16
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๐Ÿค– AI Summary
This study investigates the robustness of optimal transport maps when the target measure is contaminated while the reference measure remains fixed, with a focus on how the breakdown point depends on the transport cost function. By integrating optimal transport theory, Tukey depth analysis, and a general framework for convex cost functions, the authors establish that the breakdown point is independent of the specific choice of cost function and is instead determined solely by the Tukey depth of the reference measure. This result unifies and extends existing findings, providing the first complete characterization of the high breakdown point shared by all transport-based quantiles under a broad class of regular cost functions.

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๐Ÿ“ Abstract
Two recent works, Avella-Medina and Gonzรกlez-Sanz (2026) and Passeggeri and Paindaveine (2026), studied the robustness of the optimal transport map through its breakdown point, i.e., the smallest fraction of contamination that can make the map take arbitrarily aberrant values. Their main finding is the following: let $P$ and $Q$ denote the target and reference measures, respectively, and let $T$ be the optimal transport map for the squared Euclidean cost. Then, the breakdown point of $T(u)$, when $P$ is perturbed and $Q$ is fixed, coincides with the Tukey depth of $u$ relative to $Q$. In this note, we extend this result to general convex cost functions, demonstrating that the cost function does not have any impact on the breakdown point of the optimal transport map. Our contribution provides a definitive characterization of the breakdown point of the optimal transport map. In particular, it shows that for a broad class of regular cost functions, all transport-based quantiles enjoy the same high breakdown point properties.
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optimal transport
breakdown point
robustness
transport map
convex cost
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optimal transport
breakdown point
Tukey depth
robustness
convex cost functions
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Alberto Gonzalez-Sanz
Department of Statistics, Columbia University
Marco Avella Medina
Marco Avella Medina
Columbia University
Statistics