Empirical approximation to invariant measures of mean-field Langevin dynamics
Probability
2024-04-30 v1
Abstract
This paper is concerned with the approximation to invariant measures for Langevin dynamics of McKean--Vlasov type. Under dissipativity and Lipschitz conditions, we prove that the empirical measures of both the mean-field and self-interacting Langevin dynamics converge to the invariant measure in the Wasserstein distance. Numerical experiments are conducted to illustrate theoretical results.
Keywords
Cite
@article{arxiv.2404.18164,
title = {Empirical approximation to invariant measures of mean-field Langevin dynamics},
author = {Wenjing Cao and Kai Du},
journal= {arXiv preprint arXiv:2404.18164},
year = {2024}
}
Comments
21 pages, 1 figure