Convergence rate of Tsallis entropic regularized optimal transport (2304.06616v2)

Abstract: In this paper, we study the Tsallis entropic regularized optimal transport in the continuous setting and establish fundamental results such as the $\Gamma$-convergence of the Tsallis regularized optimal transport to the Monge--Kantorovich problem as the regularization parameter tends to zero. In addition, using the quantization and shadow arguments developed by Eckstein--Nutz, we derive the convergence rate of the Tsallis entropic regularization and provide explicit constants. Furthermore, we compare these results with the well-known case of the Kullback--Leibler (KL) divergence regularization and show that the KL regularization achieves the fastest convergence rate in the Tsallis framework.