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Uniform-in-time regularity on Wasserstein space for infinite-horizon analysis

Establish uniform-in-time regularity for the corresponding Fokker–Planck partial differential equation on the Wasserstein space (W2, P2) to extend finite-time quantitative results for the dynamical interacting particle system to the infinite-horizon setting.

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Background

The authors discuss an interacting particle system approximation of the mean-field Langevin dynamics and note that a version of their approximation result can be proven in this dynamical setup for finite horizons, citing existing work.

They state that extending these results to infinite horizons necessitates uniform-in-time regularity of the associated PDE on Wasserstein space. This requirement is not established in the paper and is explicitly left for future research.

References

This has been done for finite time horizon problem in [17]. The extension to the infinite horizon requires uniform in time regularity of the corresponding PDE on Wasserstein space (W2, P2) and we leave it for a future research.

Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks (1905.07769 - Hu et al., 2019) in Section 3.2 (Gradient Descent), p. 12