Subgradient Langevin dynamics and certain discretizations are shown to be ergodic for strongly convex non-smooth potentials, with the discrete versions also satisfying the law of large numbers.
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Ergodicity of Langevin Dynamics and its Discretizations for Non-smooth Potentials
Subgradient Langevin dynamics and certain discretizations are shown to be ergodic for strongly convex non-smooth potentials, with the discrete versions also satisfying the law of large numbers.