dorsal/arxiv
View SchemaWasserstein-p Central Limit Theorem Rates: From Local Dependence to Markov Chains
| Authors | Yixuan Zhang, Qiaomin Xie |
|---|---|
| Categories | |
| ArXiv ID | 2601.08184vv1 |
| URL | https://arxiv.org/abs/2601.08184 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
Finite-time central limit theorem (CLT) rates play a central role in modern machine learning. In this paper, we study CLT rates for multivariate dependent data in Wasserstein-$p$ ($W_p$) distance, for general $p \geq 1$. We focus on two fundamental dependence structures that commonly arise in machine learning: locally dependent sequences and geometrically ergodic Markov chains. In both settings, we establish the first optimal $O(n^{-1/2})$ rate in $W_1$, as well as the first $W_p$ ($p\ge 2$) CLT rates under mild moment assumptions, substantially improving the best previously known bounds in these dependent-data regimes. As an application of our optimal $W_1$ rate for locally dependent sequences, we further obtain the first optimal $W_1$-CLT rate for multivariate $U$-statistics. On the technical side, we derive a tractable auxiliary bound for $W_1$ Gaussian approximation errors that is well suited for studying dependent data. For Markov chains, we further prove that the regeneration time of the split chain associated with a geometrically ergodic chain has a geometric tail without assuming strong aperiodicity or other restrictive conditions. These tools may be of independent interests and enable our optimal $W_1$ rates and underpin our $W_p$ ($p\ge 2$) results.
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"abstract": "Finite-time central limit theorem (CLT) rates play a central role in modern machine learning. In this paper, we study CLT rates for multivariate dependent data in Wasserstein-$p$ ($W_p$) distance, for general $p \\geq 1$. We focus on two fundamental dependence structures that commonly arise in machine learning: locally dependent sequences and geometrically ergodic Markov chains. In both settings, we establish the first optimal $O(n^{-1/2})$ rate in $W_1$, as well as the first $W_p$ ($p\\ge 2$) CLT rates under mild moment assumptions, substantially improving the best previously known bounds in these dependent-data regimes. As an application of our optimal $W_1$ rate for locally dependent sequences, we further obtain the first optimal $W_1$-CLT rate for multivariate $U$-statistics.\n On the technical side, we derive a tractable auxiliary bound for $W_1$ Gaussian approximation errors that is well suited for studying dependent data. For Markov chains, we further prove that the regeneration time of the split chain associated with a geometrically ergodic chain has a geometric tail without assuming strong aperiodicity or other restrictive conditions. These tools may be of independent interests and enable our optimal $W_1$ rates and underpin our $W_p$ ($p\\ge 2$) results.",
"arxiv_id": "2601.08184",
"authors": [
"Yixuan Zhang",
"Qiaomin Xie"
],
"categories": [
"math.PR",
"cs.LG",
"stat.ML"
],
"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "Wasserstein-p Central Limit Theorem Rates: From Local Dependence to Markov Chains",
"url": "https://arxiv.org/abs/2601.08184",
"version": "v1"
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