提出新型粒子方法,实现稳定收敛与长期混沌传播。
Quantitative Target Convergence and Uniform-in-Time Propagation of Chaos for Langevin-Regularized SVGD
- 结合朗之万与斯坦梯度,设计非收缩耦合机制。
- 在对数索博列夫条件下实现指数收敛,误差随时间衰减。
- 适合研究粒子系统收敛性与长期行为的学者。
本文建立了朗之万正则化斯坦变分梯度下降在目标分布上的定量收敛性及均匀时间传播混沌。斯坦相互作用无需远小于约束朗之万漂移,且不产生压缩性粒子耦合。在平均场层面,斯坦与朗之万成分在核诱导斯坦和2-沃瑟斯坦几何中耗散相同相对熵,生成平方核斯坦偏差与相对费舍尔信息。在目标分布满足对数索博列夫不等式时,可得指数最后迭代收敛。我们还推导了相对于乘积目标的有限粒子熵恒等式,给出经验测度以多项式采样误差为界的指数时间收敛。针对传播混沌,发展两种互补的有限时间方法:同步耦合结合非线性平均场扩散的指数矩估计,得到沃尔什距离与核斯坦偏差的显式单指数界;移动乘积熵控制联合律相对于演化平均场乘积律的相对熵,通过熵超可加性与集中性,获得固定边际相对熵、总变差界与经验核斯坦偏差估计。若初始分布满足额外 $T_2$ 不等式,亦可得沃尔什界。结合有限时间估计与对数截断时间的目标收敛,可得经验核斯坦偏差与 $W_2^2$ 的多项式均匀时间传播混沌率,以及固定边际总变差与 $W_2^2$ 的多项式率。所有界限均控制物理时间中的最后一迭代。我们还比较两种有限时间机制,并识别各自更优的参数区间。
原文摘要 · Abstract (English)
We establish quantitative convergence to the target and uniform-in-time propagation of chaos for Langevin-regularized Stein variational gradient descent. The Stein interaction need not be small relative to the confining Langevin drift and does not generally yield a contractive particle coupling. At the mean-field level, the Stein and Langevin components dissipate the same relative entropy in the kernel-induced Stein and $2$-Wasserstein geometries, producing the squared kernel Stein discrepancy and relative Fisher information. Under a log-Sobolev inequality for the target, this yields exponential last-iterate convergence. We also derive a finite-particle entropy identity relative to the product target, giving exponential-in-time convergence of the empirical measure up to polynomial sampling errors. For propagation of chaos, we develop two complementary finite-time approaches. A synchronous coupling, combined with exponential moment estimates for the nonlinear mean-field diffusion, yields explicit single-exponential bounds in Wasserstein distance and kernel Stein discrepancy (KSD). Moving-product entropy gives joint-law relative entropy control relative to the evolving mean-field product law and, through entropy superadditivity and concentration, fixed-marginal relative entropy and total variation bounds and empirical KSD estimates. Under an additional $T_2$ inequality for the initial law, it also yields Wasserstein bounds. Combining these finite-time estimates with target convergence at a logarithmic cutoff time gives polynomial uniform-in-time propagation of chaos rates in expectation for empirical KSD and $W_2^2$, and for fixed-marginal total variation and $W_2^2$. All bounds control the last iterate in physical time. We also compare the two finite-time mechanisms and identify regimes in which each gives the sharper polynomial exponent.
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