Measure Neural Mappings

Ricardo Baptista, Edoardo Calvello, Bohan Chen, Andrew Stuart, Urbain Vaes

We introduce and define measure neural mappings (MNMs), which combine measure-dependent neural transport with ensemble consistency for learning operators on probability measures. Ensemble consistency requires outputs from growing ensembles sampled from an input law to converge to the specified population output in probability. We establish quantitative continuum limits for attention on noncompact laws under strong sub-Gaussian and tail-integrability assumptions. These laws accommodate unbounded state spaces in scientific machine learning, including Bayesian inference and uncertainty quantification. For fixed self-attention transformers, the expected output Wasserstein error is bounded by the empirical input Wasserstein error plus an additional $N^{-1/2}$ attention term. These self-attention transformers are MNMs under the stated assumptions: pre-norm architectures follow from compact stability after normalization, while post-norm architectures are covered under the stated tail conditions. We prove corresponding cross-attention estimates and extend the results to multihead attention and grouped transformer evaluation, with convergence as the group size grows. For Set Transformers…