On the Error Analysis of Triangular Transport Maps for Conditional Generation via MMD-based Objectives

arXiv:2610.33610v1 Announce Type: new Abstract: Conditional generative models parameterized by triangular transport maps are widely used for conditional sampling, yet theoretical guarantees on the quality of the conditional measures they produce remain scarce. We address this question for minimum divergence estimators of triangular maps. We use MMD-based objectives as a tractable setting in which the gap between joint and conditional errors can be analyzed precisely, and we measure performance through the average conditional estimation error, defined as the squared maximum mean discrepancy (MMD) between the estimated and the true conditionals, averaged over the conditioning variable. We first show that the common practice of minimizing a joint MMD may fail to recover the conditionals: writing the joint and the conditional criteria as quadratic energies of the same conditional mean embedding residual, we prove that, for parametric classes, joint minimizers are generically inconsistent in the misspecified setting. We then analyze an estimator that directly minimizes the conditional criterion through a surrogate loss computable from joint target samples and reference samples. We prove a non-asymptotic error bound that decomposes the average conditional estimation error into approximation, estimation, and reference sampling errors, with fast rates independent of the ambient dimension in the parametric setting. Finally, for joint MMDs built from concentrating Gaussian kernels on the conditioning variable, we show that the joint criterion approximates a density-reweighted version of the conditional one, and we derive an error bound for the joint minimizer whose rate suffers from a curse of dimensionality in the conditioning variable. Our results suggest that training criteria for conditional generative models should target the conditional rather than the joint error, a principle that extends to other divergences and to dynamic transport.