181 citations · 542 across the 33 of their papers we have counts for
35 papers · 1 filter
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…
Mimicking and Conditional Control with Hard Killing
Rene Carmona, Daniel Lacker
We first prove a mimicking theorem (also known as a Markovian projection theorem) for the marginal distributions of an Ito process conditioned to not have exited a given domain. We…
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,…
Projected Langevin dynamics and a gradient flow for entropic optimal transport
Giovanni Conforti, Daniel Lacker, Soumik Pal
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of pr…
Independent projections of diffusions: Gradient flows for variational inference and optimal mean field approximations
Daniel Lacker
What is the optimal way to approximate a high-dimensional diffusion process by one in which the coordinates are independent? This paper presents a construction, called the \emph{in…