Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
From MaRDI portal
(Redirected from Publication:2170354)
Abstract: In this paper we establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, when the confinement potential have many local minimums. Our uniform log-Sobolev inequality, based on Zegarlinski's theorem for Gibbs measures, allows us to obtain the exponential convergence in entropy of the McKean-Vlasov equation with an explicit rate constant, generalizing the result of [10] by means of the displacement convexity approach, or [19, 20] by Bakry-Emery technique or the recent [9] by dissipation of the Wasserstein distance.
Recommendations
- Inégalités de Sobolev logarithmiques pour deux EDP non linéaires
- Uniform logarithmic Sobolev inequalities for conservative spin systems with super-quadratic single-site potential
- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
- Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
Cites work
- A covariance estimate for Gibbs measures
- A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
- A simple proof of the Poincaré inequality for a large class of probability measures
- A very simple proof of the LSI for high temperature spin systems
- An elementary approach to uniform in time propagation of chaos
- Analysis and geometry of Markov diffusion operators
- Application of log-Sobolev inequality to the stochastic dynamics of unbounded spin systems on the lattice
- Convergence to equilibrium for granular media equations and their Euler schemes
- Dobrushin uniqueness theorem and logarithmic Sobolev inequalities
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Gradient estimates of Poisson equations on Riemannian manifolds and applications
- scientific article; zbMATH DE number 1619459 (Why is no real title available?)
- scientific article; zbMATH DE number 4211245 (Why is no real title available?)
- Hypercontractivity of Hamilton-Jacobi equations.
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Large deviations for empirical measures of mean-field Gibbs measures
- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Optimal Transport
- Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution
- Probabilistic approach for granular media equations in the non-uniformly convex case
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Reflection couplings and contraction rates for diffusions
- Séminaire de Probabilités XXXVI
- The equivalence of the log-Sobolev inequality and a mixing condition for unbounded spin systems on the lattice
- The equivalence of the logarithmic Sobolev inequality and the Dobrushin- Shlosman mixing condition
- The log-Sobolev inequality for unbounded spin systems
- The logarithmic Sobolev inequality for continuous spin systems on a lattice
- The logarithmic Sobolev inequality for discrete spin systems on a lattice
- The strong decay to equilibrium for the stochastic dynamics of unbounded spin systems on a lattice
- Transportation-information inequalities for Markov processes
- Uniform convergence to equilibrium for granular media
Cited in
(41)- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Distribution dependent stochastic differential equations
- Convergence rates for the Vlasov-Fokker-Planck equation and uniform in time propagation of chaos in non convex cases
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Functional inequalities for particle systems on Polish spaces
- Stationary solutions and local equations for interacting diffusions on regular trees
- Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
- Inégalités de Sobolev logarithmiques pour deux EDP non linéaires
- On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
- An elementary proof of the \(L^{1}\) log-Sobolev inequality for Poisson point processes
- Exponential ergodicity for singular reflecting McKean-Vlasov SDEs
- The mean-field limit for particle systems with uniform full-rank constraints
- Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity
- Quantitative estimates for Lévy driven SDEs with different drifts and applications
- Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
- A method of moments estimator for interacting particle systems and their mean field limit
- A note on uniform in time mean-field limit in graphs
- Hypocoercivity and global hypoellipticity for the kinetic Fokker-Planck equation in H^k spaces
- An entropic approach for Hamiltonian Monte Carlo: the idealized case
- Entropy estimate for degenerate SDEs with applications to nonlinear kinetic Fokker-Planck equations
- Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
- Time-uniform log-Sobolev inequalities and applications to propagation of chaos
- Convergence to equilibrium for a degenerate McKean-Vlasov equation
- Log-Sobolev inequalities and exponential ergodicity for non-degenerate and degenerate McKean-Vlasov SDEs
- Periodic solutions to McKean-Vlasov SDEs under Lyapunov conditions
- Uniform-in-time propagation of chaos for mean field Langevin dynamics
- A note on a Vlasov-Fokker-Planck equation with non-symmetric interaction
- Modulated logarithmic Sobolev inequalities and generation of chaos
- Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type
- Symmetry and functional inequalities for stable Lévy-type operators
- Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean-Vlasov SDEs and associated particle systems
- Solving stationary nonlinear Fokker-Planck equations via sampling
- A case study on the long-time behavior of the Gaussian local-field equation
- Convergence rates for an adaptive biasing potential scheme from a Wasserstein optimization perspective
- Exponential ergodicity for McKean-Vlasov SDEs with singular interactions
- Uniform-in-N log-Sobolev inequality for the mean-field Langevin dynamics with convex energy
- Exponential ergodicity for time-periodic McKean-Vlasov SDEs
- Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
- Solving McKean-Vlasov stochastic differential equations by a deep learning particle method
This page was built for publication: Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170354)