mlsanityData to 14 Oct 2026

Stability of Finite-Batch Particle Mean-Field Variational Inference Beyond Strong Convexity

arXiv 2608.11486 ↗First posted 11 Aug 2026math.NA cs.NA math.OCcited by 0

Not on the map. Why?

Abstract (arXiv)

We study the implementable finite-batch particle algorithm for mean-field variational inference as a fully discrete stochastic approximation of the projected Wasserstein dynamics. The target potential is globally smooth but need not be strongly convex. The departure from contractivity is quantified by the curvature defect [ mathfrak dα(x,y) = bigl[α|x-y|2- langlenabla V(x)-nabla V(y),x-yranglebigr]_+, ] which is the additive loss in the one-step Euler contraction estimate. We prove a non-asymptotic Wasserstein stability bound that separates initialization, product-empirical approximation, finite-batch drift error, time discretization, and the defects accumulated along the coupled trajectories. Under the uniform bound mathfrak dα≤β, the particle iterates remain within O(√β/α) of any MFVI minimizer, up to explicit errors in the particle number, batch size, and step size. The proof uses a stationary comparison array whose population law is an MFVI minimizer but whose particle-level law is a random product empirical measure, and it controls the resulting projected-drift discrepancy explicitly. We also give coordinatewise defect estimates and structural conditions for dimension-independent projected-drift sensitivity, construct an arbitrary-dimensional smooth nonconvex benchmark with a closed-form MFVI minimizer, and explain why polynomially growing drifts require a modification of the untamed explicit scheme.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 22 of its 39 references that are in the map. First posted on arXiv 11 Aug 2026.

Builds on

22 of 39 references.

References · 22

  1. 2016Variational Inference: A Review for Statisticianscited by 1,472
  2. 2018Non-asymptotic bounds for sampling algorithms without log-concavitycited by 35
  3. 2017The Tamed Unadjusted Langevin Algorithmcited by 31
  4. 2023Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein spacecited by 20
  5. 2022Mean-field Variational Inference via Wasserstein Gradient Flowcited by 19
  6. 2022Regularized Stein Variational Gradient Flowcited by 19
  7. 2023On the Convergence of Coordinate Ascent Variational Inferencecited by 18
  8. 2024Convergence of coordinate ascent variational inference for log-concave measures via optimal transportcited by 14
  9. 2024Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalitiescited by 13
  10. 2023Independent projections of diffusions: Gradient flows for variational inference and optimal mean field approximationscited by 12
  11. 2023Particle-based Variational Inference with Generalized Wasserstein Gradient Flowcited by 10
  12. 2024Convergence rate of random scan Coordinate Ascent Variational Inference under log-concavitycited by 9
10 more
  1. 2024Extending Mean-Field Variational Inference via Entropic Regularization: Theory and Computationcited by 4
  2. 2024Taming the Interacting Particle Langevin Algorithm: The Superlinear casecited by 3
  3. 2024A Particle Algorithm for Mean-Field Variational Inferencecited by 3
  4. 2025Stability of Mean-Field Variational Inferencecited by 3
  5. 2022Swarm-Based Gradient Descent Method for Non-Convex Optimizationcited by 1
  6. 2023Swarm-based optimization with random descentcited by 1
  7. 2024Swarm-based gradient descent meets simulated annealingcited by 1
  8. 2026Variational inference via Gaussian interacting particles in the Bures-Wasserstein geometrycited by 1
  9. 2026Scalable Mean-Field Variational Inference via Preconditioned Primal-Dual Optimizationcited by 1
  10. 2026Wasserstein Contraction of Coordinate Ascent Variational Inferencecited by 1

Built on by

Not cited yet.