Nearly sharp comparison results for sliced and max-sliced Wasserstein distances

Abstract

We prove new comparison results between the Wasserstein distance and its sliced and max-sliced counterparts. First, we show that the Hölder exponent~$\frac{2}{d+2}$ obtained by Bobkov and Götze for the max-sliced 1-Wasserstein distance on the unit ball is optimal for every $d\ge 2$, settling a question raised in their work. Second, we show that sharper comparisons are possible under stronger structural assumptions: if $\nu$ is a discrete measure and the optimal coupling between $\mu$ and $\nu$ transports each point to a nearest atom of $\nu$, then $W_p(\mu ,\nu )\le C\sqrt{d}K{\mathrm{SW}}_{p,1}(\mu ,\nu )$ for a universal constant $C$, where the complexity parameter $K$ is always at most the number of atoms $N$ and can be substantially smaller. This complements a similar bound due to Park and Slepčev. An analogous bound holds for the sliced Wasserstein distance based on $k$-dimensional projections. Finally, using a construction from geometric discrepancy theory due to Chen and Travaglini, we prove that the linear dependence on $K$ in this bound cannot be improved, up to polylogarithmic factors.