Mean field approximations via log-concavity
Abstract
We propose a new approach to deriving quantitative mean field approximations for any probability measure on with density proportional to , for strongly concave. We bound the mean field approximation for the log partition function in terms of , for a semi-explicit probability measure characterized as the unique mean field optimizer, or equivalently as the minimizer of the relative entropy over product measures. This notably does not involve metric-entropy or gradient-complexity concepts which are common in prior work on nonlinear large deviations. Three implications are discussed, in the contexts of continuous Gibbs measures on large graphs, high-dimensional Bayesian linear regression, and the construction of decentralized near-optimizers in high-dimensional stochastic control problems. Our arguments are based primarily on functional inequalities and the notion of displacement convexity from optimal transport.
Cite
@article{arxiv.2206.01260,
title = {Mean field approximations via log-concavity},
author = {Daniel Lacker and Sumit Mukherjee and Lane Chun Yeung},
journal= {arXiv preprint arXiv:2206.01260},
year = {2022}
}