Exponential ergodicity of mean-field Langevin dynamics by synchronous coupling

Abstract

As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the convergence property of the dynamics is of great theoretical interest. In this paper, In the continuity of [1, 2], we are interested by the long-time behavior and uniform in time propagation of chaos by synchronous coupling for mean-field Langevin dynamics (over- and under-damped).

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