Uniform-in-time propagation of chaos for mean field Langevin dynamics
Annales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. Inst. Henri Poincaré Probab. Stat.), 2022
Main:61 Pages
3 Figures
Bibliography:5 Pages
1 Tables
Abstract
We study the mean field Langevin dynamics and the associated particle system. By assuming the functional convexity of the energy, we obtain the -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 -Wasserstein metric and relative entropy.
View on arXivComments on this paper
