2 papers
math.PR2026
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,…
stat.ML2025
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…