The Influence Function of Transport-based Quantiles

arXiv:2607.19080 2026 Architecture 1 ideas extracted · analyzed Aug 30, 2026

What the math gives to ML

The paper identifies a structural instability of multivariate transport quantiles: unlike scalar quantiles, their pointwise influence function has a pole when a contaminated sample lies near the queried transport location, with magnitude proportional to \(\|z-\mathbf F_P(x_0)\|^{-(d-1)}\). This means empirical transport-quantile features can have infinite variance even when the underlying distribution is well behaved, making naive pointwise use in neural modules statistically and numerically fragile. A direct neural-network transfer is to replace pointwise transport-quantile queries by latent-space mollified queries, which integrate out the pole while preserving the global transport representation.

Ideas from this paper

Unverified 2026

Mollified Transport-Quantile Layer

Use a transport map \(Q_\theta\) from a fixed latent reference distribution to a data distribution, but expose only its locally averaged version \(\bar Q_{\theta,\sigma}(z)=\mathbb E_{u\sim K_\sigma(\cdot-z)}Q_\theta(u)\). Latent-space mollification integrates the pole-type influence singularity instead of allowing one training sample near \(Q_\theta(z)\) to dominate the quantile feature or its gradient.

Useful6/10
Difficulty4/10
Novelty7/10
Paper: The Influence Function of Transport-based Quantiles arXiv:2607.19080