Characterizing Dependence of Samples along the Langevin Dynamics and Algorithms via Contraction of $\hat{I}¦$-Mutual Information

Jiaming Liang, Siddharth Mitra, Andre Wibisono

The mixing time of a Markov chain determines how fast the iterates of the Markov chain converge to the stationary distribution; however, it does not control the dependencies betwee…