4 papers
Quantitative propagation of chaos and universality for asymmetric Langevin spin glass dynamics
Manuel Arnese, Kevin Hu
We obtain quantitative estimates on quenched propagation of chaos for Langevin spin glass dynamics with i.i.d. disorder. Prior work in the case of Gaussian disorder established the…
Sharp propagation of chaos for mean field Langevin dynamics, control, and games
Manuel Arnese, Daniel Lacker
We establish the sharp rate of propagation of chaos for McKean-Vlasov equations with coefficients that are non-linear in the measure argument, i.e., not necessarily given by pairwi…
Regularity and propagation of chaos for conditional McKean-Vlasov equations
Manuel Arnese
We study the rate of propagation of chaos for a McKean--Vlasov equation with conditional expectation terms in the drift. We use a (regularized) Nadaraya--Watson estimator at a part…
Convergence of coordinate ascent variational inference for log-concave measures via optimal transport
Manuel Arnese, Daniel Lacker
Mean field variational inference (VI) is the problem of finding the closest product (factorized) measure, in the sense of relative entropy, to a given high-dimensional probability…