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Feature energy is W2-continuous on a common cutoff

Statement

Assume the feature-energy hypotheses on a closed convex set Qr⊆Ω, and let μn,μ∈P2(Rd) be concentrated on Qr, with finite feature energy and W2(μn,μ)→0. Then F(μn)→F(μ).

Facts & Assumptions

Given: The measures and cutoff in the Statement.

[F1]

On Qr, dΦ is Lipschitz and uniformly bounded by the stated linear growth bound. At every x∈Qr there is also a supporting vector ξx∈∂λVV(x) with ∣ξx∣≤C1+C2r; the definition requires this bounded selection rather than a bound on the full relative-domain subdifferential. Feature-measure energy and its regularity assumptions

[F2]

W2(μn,μ)2 is the infimum of ∫∣x−y∣2dπ over all Borel couplings π of μn,μ. The Euclidean quadratic Wasserstein space

[F3]

The coupling marginals are the pushforwards of π under its coordinate projections, so the scalar integral identity holds first for simple functions and then by approximation. For the Bochner feature moments, apply each bounded linear functional, use its commutation with Bochner integration, and use equality of all evaluations to identify the vectors. The Euclidean quadratic Wasserstein space Bounded linear maps commute with Bochner integration

Proof

Given: The data in the Statement.

1.1F1givenalgebra

For x,y∈Qr, the segment between them lies in Qr. The bound on dΦ and the fundamental theorem of calculus on this segment give ∥Φ(x)−Φ(y)∥≤LΦ∣x−y∣. For V, divide the segment into N equal pieces. The two λV-support inequalities at consecutive endpoints and the uniform bound MV on subgradients yield ∣V(xj+1)−V(xj)∣≤MV∣x−y∣/N+∣λV∣∣x−y∣2/(2N2). Summing and letting N→∞ gives ∣V(x)−V(y)∣≤MV∣x−y∣.

2.1F1F2F3step 1.1algebra∎

For any coupling π∈Γ(μn,μ), [F3] and [F1] give ∥∫Φdμn−∫Φdμ∥≤LΦ∫∣x−y∣dπ≤LΦ(∫∣x−y∣2dπ)1/2. The same coupling gives ∣∫Vdμn−∫Vdμ∣≤MV(∫∣x−y∣2dπ)1/2. Taking the infimum over couplings and using [F2] makes both differences tend to zero. Continuity of R then gives F(μn)→F(μ).

Depends on

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Sources