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math.PR2025
A sharp uniform-in-time error estimate for Stochastic Gradient Langevin Dynamics
Lei Li, Yuliang Wang
We establish a sharp uniform-in-time error estimate for the Stochastic Gradient Langevin Dynamics (SGLD), which is a widely-used sampling algorithm. Under mild assumptions, we obta…
math.PR2025
Propagation of chaos in path spaces via information theory
Lei Li, Yuelin Wang, Yuliang Wang
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stocha…