Uniform-in-time propagation of chaos for mean field Langevin dynamics
Abstract
We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the $L^p$-convergence of the marginal distributions towards the unique invariant measure for the mean field dynamics. Furthermore, we prove the uniform-in-time propagation of chaos in both the $L^2$-Wasserstein metric and relative entropy.
- Publication:
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arXiv e-prints
- Pub Date:
- December 2022
- DOI:
- 10.48550/arXiv.2212.03050
- arXiv:
- arXiv:2212.03050
- Bibcode:
- 2022arXiv221203050C
- Keywords:
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- Mathematics - Probability;
- Statistics - Machine Learning;
- 60J60;
- 60K35 (Primary) 35B40;
- 35Q83;
- 35Q84 (Secondary)
- E-Print:
- 66 pages, 3 figures and 1 table. Contains corrections and enhancements to arXiv:2212.03050v2