4 papers
Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation
Daniel Lacker, Lane Chun Yeung, Fuzhong Zhou
This paper develops a non-asymptotic approach to mean field approximations for systems of diffusive particles interacting pairwise. The interaction strengths are not identical,…
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…
Marginal dynamics of probabilistic cellular automata on trees
Daniel Lacker, Kavita Ramanan, Ruoyu Wu
We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain gene…
A hierarchical entropy method for the delocalization of bias in high-dimensional Langevin Monte Carlo
Daniel Lacker, Fuzhong Zhou
The unadjusted Langevin algorithm is widely used for sampling from complex high-dimensional distributions. It is well known to be biased, with the bias typically scaling linearly w…