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Uniform-in-$N$ log-Sobolev inequality for the mean-field Langevin dynamics with convex energy

Authors :
Chewi, Sinho
Nitanda, Atsushi
Zhang, Matthew S.
Publication Year :
2024

Abstract

We establish a log-Sobolev inequality for the stationary distribution of mean-field Langevin dynamics with a constant that is independent of the number of particles $N$. Our proof proceeds by establishing the existence of a Lipschitz transport map from the standard Gaussian measure via the reverse heat flow of Kim and Milman.<br />Comment: 14 pages

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2409.10440
Document Type :
Working Paper