{"paper":{"title":"Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","math.PR","stat.CO"],"primary_cat":"stat.ML","authors_text":"Matthew S. Zhang, Murat A. Erdogdu, Rasa Hosseinzadeh","submitted_at":"2020-07-22T18:18:28Z","abstract_excerpt":"We study sampling from a target distribution $\\nu_* = e^{-f}$ using the unadjusted Langevin Monte Carlo (LMC) algorithm when the potential $f$ satisfies a strong dissipativity condition and it is first-order smooth with a Lipschitz gradient. We prove that, initialized with a Gaussian random vector that has sufficiently small variance, iterating the LMC algorithm for $\\widetilde{\\mathcal{O}}(\\lambda^2 d\\epsilon^{-1})$ steps is sufficient to reach $\\epsilon$-neighborhood of the target in both Chi-squared and Renyi divergence, where $\\lambda$ is the logarithmic Sobolev constant of $\\nu_*$. Our re"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2007.11612","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2007.11612/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}