Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets

no code implementations • 20 Jun 2019 • Arnak S. Dalalyan, Avetik Karagulyan, Lionel Riou-Durand

The error of sampling is measured by Wasserstein-$q$ distances.

On sampling from a log-concave density using kinetic Langevin diffusions

no code implementations • 24 Jul 2018 • Arnak S. Dalalyan, Lionel Riou-Durand

We then use this result for obtaining improved guarantees of sampling using the kinetic Langevin Monte Carlo method, when the quality of sampling is measured by the Wasserstein distance.