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📄 Abstract
Abstract: Substantial progress has recently been made in the understanding of the
cutoff phenomenon for Markov processes, using an information-theoretic
statistics known as varentropy [Sal23; Sal24; Sal25a; PS25]. In the present
paper, we propose an alternative approach which bypasses the use of varentropy
and exploits instead a new W-TV transport inequality, combined with a classical
parabolic regularization estimate [BGL01; OV01]. While currently restricted to
non-negatively curved processes on smooth spaces, our argument no longer
requires the chain rule, nor any approximate version thereof. As applications,
we recover the main result of [Sal25a] establishing cutoff for the log-concave
Langevin dynamics, and extend the conclusion to a widely-used discrete-time
sampling algorithm known as the Proximal Sampler.