Adaptive Langevin dynamics converges exponentially in L2 to its invariant measure with a spectral gap at least proportional to min(gamma, gamma^-1, gamma*epsilon^2, (gamma*epsilon^2)^-1), yielding a central limit theorem.
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Hypocoercivity properties of adaptive Langevin dynamics
Adaptive Langevin dynamics converges exponentially in L2 to its invariant measure with a spectral gap at least proportional to min(gamma, gamma^-1, gamma*epsilon^2, (gamma*epsilon^2)^-1), yielding a central limit theorem.