English

Mean field approximations via log-concavity

Probability 2022-06-06 v1

Abstract

We propose a new approach to deriving quantitative mean field approximations for any probability measure PP on Rn\mathbb{R}^n with density proportional to ef(x)e^{f(x)}, for ff strongly concave. We bound the mean field approximation for the log partition function logef(x)dx\log \int e^{f(x)}dx in terms of ijEQijf2\sum_{i \neq j}\mathbb{E}_{Q^*}|\partial_{ij}f|^2, for a semi-explicit probability measure QQ^* characterized as the unique mean field optimizer, or equivalently as the minimizer of the relative entropy H(P)H(\cdot\,|\,P) 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.

Keywords

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}
}
R2 v1 2026-06-24T11:37:38.666Z