A non-asymptotic relative entropy bound for unadjusted kinetic Langevin Monte Carlo with a second-order splitting scheme, under defective log-Sobolev and Lyapunov conditions more general than prior work.
Uniform Poincar{\'e} and logarithmic Sobolev inequalities for mean field particles systems
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abstract
In this paper we establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, when the confinement potential have many local minimums. Our uniform log-Sobolev inequality, based on Zegarlinski's theorem for Gibbs measures, allows us to obtain the exponential convergence in entropy of the McKean-Vlasov equation with an explicit rate constant, generalizing the result of [10] by means of the displacement convexity approach, or [19, 20] by Bakry-Emery technique or the recent [9] by dissipation of the Wasserstein distance.
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Non-asymptotic entropic bounds for non-linear kinetic Langevin sampler with second-order splitting scheme
A non-asymptotic relative entropy bound for unadjusted kinetic Langevin Monte Carlo with a second-order splitting scheme, under defective log-Sobolev and Lyapunov conditions more general than prior work.