Substantial progress has recently been made in the understanding of the cutoff phenomenon for Markov processes, using an information-theoretic statistics known as varentropy [Sal23; Sal24; Sal25a; PS25]. In the present paper, we propose an alternative approach which bypasses the use of varentropy and exploits instead a new W-TV transport inequality, combined with a classical parabolic regularization estimate [BGL01; OV01]. While currently restricted to non-negatively curved processes on smooth spaces, our argument no longer requires the chain rule, nor any approximate version thereof. As applications, we recover the main result of [Sal25a] establishing cutoff for the log-concave Langevin dynamics, and extend the conclusion to a widely-used discrete-time sampling algorithm known as the Proximal Sampler.
View on arXiv