SRRM: Improving Recursive Transport Surrogates in the Small-Discrepancy Regime

📅 2026-03-19
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This work addresses the limited resolution and ambiguous statistical behavior of existing recursive partitioning methods when approximating the Wasserstein distance in regions with subtle distributional discrepancies. To overcome these limitations, the authors propose Selective Recursive Rank Matching (SRRM), which introduces a population-anchored reference to uncover the dominant mismatch mechanisms in such low-signal regions and guides a selective matching strategy accordingly. Theoretical analysis establishes the consistency of the anchored empirical RRM estimator and provides explicit convergence rates. Experimental results demonstrate that SRRM substantially improves the approximation accuracy of Wasserstein distance proxies in small-difference scenarios, with only a moderate increase in computational overhead.

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📝 Abstract
Recursive partitioning methods provide computationally efficient surrogates for the Wasserstein distance, yet their statistical behavior and their resolution in the small-discrepancy regime remain insufficiently understood. We study Recursive Rank Matching (RRM) as a representative instance of this class under a population-anchored reference. In this setting, we establish consistency and an explicit convergence rate for the anchored empirical RRM under the quadratic cost. We then identify a dominant mismatch mechanism responsible for the loss of resolution in the small-discrepancy regime. Based on this analysis, we introduce Selective Recursive Rank Matching (SRRM), which suppresses the resulting dominant mismatches and yields a higher-fidelity practical surrogate for the Wasserstein distance at moderate additional computational cost.
Problem

Research questions and friction points this paper is trying to address.

Recursive partitioning
Wasserstein distance
small-discrepancy regime
statistical behavior
resolution
Innovation

Methods, ideas, or system contributions that make the work stand out.

Recursive Rank Matching
Wasserstein distance
small-discrepancy regime
Selective Recursive Rank Matching
transport surrogates
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