Mean field approximations via log-concavity

MaRDI QIDQ6400972zbMATH OpenFDO

Authors Daniel Lacker, Sumit Mukherjee, Lane Chun Yeung

Publication date 2 June 2022

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Large deviations (60F10)

Abstract: We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the log partition function $logint{e}^{f(x)}dx$ in terms of $su{m}_{ieqj}mathbb{E}_{Q^{\ast }}|partia{l}_{ij}f{|}^2$, for a semi-explicit probability measure $Q^{\ast }$ characterized as the unique mean field optimizer, or equivalently as the minimizer of the relative entropy $H(cdot,|,P)$ over product measures. This notably does not involve metric-entropy or gradient-complexity concepts which are common in prior work on nonlinear large deviations. Three implications are discussed, in the contexts of continuous Gibbs measures on large graphs, high-dimensional Bayesian linear regression, and the construction of decentralized near-optimizers in high-dimensional stochastic control problems. Our arguments are based primarily on functional inequalities and the notion of displacement convexity from optimal transport.

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