arXiv Machine Learning By Sayan Banerjee, Dohyeon Kim

Quantitative Target Convergence and Uniform-in-Time Propagation of Chaos for Langevin-Regularized SVGD

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The paper proves quantitative convergence to the target distribution and uniform‑in‑time propagation of chaos for Langevin‑regularized Stein variational gradient descent (SVGD). It shows that both the Stein interaction and the Langevin drift dissipate the same relative entropy, yielding exponential convergence under a log‑Sobolev inequality and providing finite‑particle entropy identities for empirical measures. Two finite‑time approaches—synchronous coupling and moving‑product entropy—are developed to give explicit Wasserstein, kernel Stein discrepancy, and total variation bounds, leading to polynomial uniform‑in‑time propagation of chaos rates.

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arXiv Machine Learning
Jun 17

Randomized Midpoint Method for Log-Concave Sampling under Constraints

arXiv:2405. 15379v3 Announce Type: replace-cross Abstract: In this paper, we study the problem of sampling from log-concave distributions supported on convex and compact sets, with a particular focus on the randomized midpoint discretization of both overdamped and kinetic Langevin diffusions in constrained domains.

By Yifeng Yu, Shijie Zhang, Lu Yu