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Langevin Monte Carlo Beyond Lipschitz Gradient Continuity

stat.ML · 2024-12-12 · conditional · novelty 7.0

IPLA gives KL and Wasserstein convergence guarantees for inexact proximal Langevin sampling of convex potentials with polynomial growth beyond global gradient Lipschitz smoothness.

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  • Langevin Monte Carlo Beyond Lipschitz Gradient Continuity stat.ML · 2024-12-12 · conditional · none · ref 5

    IPLA gives KL and Wasserstein convergence guarantees for inexact proximal Langevin sampling of convex potentials with polynomial growth beyond global gradient Lipschitz smoothness.