Pith. sign in

Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics

1 Pith paper cite this work. Polarity classification is still indexing.

1 Pith paper citing it
abstract

We study the convergence in total variation and $V$-norm of discretization schemes of the underdamped Langevin dynamics. Such algorithms are very popular and commonly used in molecular dynamics and computational statistics to approximatively sample from a target distribution of interest. We show first that, for a very large class of schemes, a minorization condition uniform in the stepsize holds. This class encompasses popular methods such as the Euler-Maruyama scheme and the schemes based on splitting strategies. Second, we provide mild conditions ensuring that the class of schemes that we consider satisfies a geometric Foster--Lyapunov drift condition, again uniform in the stepsize. This allows us to derive geometric convergence bounds, with a convergence rate scaling linearly with the stepsize. This kind of result is of prime interest to obtain estimates on norms of solutions to Poisson equations associated with a given numerical method.

fields

stat.CO 1

years

2025 1

verdicts

CONDITIONAL 1

representative citing papers

A Langevin sampling algorithm inspired by the Adam optimizer

stat.CO · 2025-04-26 · conditional · novelty 6.0

SamAdams, an adaptive-stepsize Langevin sampler with an auxiliary moving-average control variable, achieves larger stable steps and better accuracy than fixed-step BAOAB on several benchmark and neural-network posterior sampling problems.

citing papers explorer

Showing 1 of 1 citing paper.

  • A Langevin sampling algorithm inspired by the Adam optimizer stat.CO · 2025-04-26 · conditional · none · ref 35 · internal anchor

    SamAdams, an adaptive-stepsize Langevin sampler with an auxiliary moving-average control variable, achieves larger stable steps and better accuracy than fixed-step BAOAB on several benchmark and neural-network posterior sampling problems.