Quantitative stability of classical, entropic, and doubly entropic Wasserstein barycenters

Overview & Synopsis

In this paper, we show how the recent analysis of (sharp) strong convexity properties of the Kantorovich functional by the third author can be used to establish new global quantitative stability estimates for Wasserstein barycenters and their entropic regularizations with respect to perturbations of the population distribution. For classical Wasserstein barycenters, we improve the state-of-the-art Hölder continuity exponent with respect to the W1 metric from 1/6 to 1/4, while drastically weakening the assumptions on the population distribution. Motivated by computational considerations, we also analyze regularizations of Wasserstein barycenters with outer and inner entropic penalizations. For outer entropic barycenters, we establish novel higher-order stability results and in particular give a quantitative bound on relative Fisher information. Another contribution of our paper is a strong convexity estimate for an entropic version of the Kantorovich functional via soft Legendre transforms, enabling us to extend our stability results to doubly entropic barycenters, as introduced by Chizat.