No Markovian coupling captures the TV decay rate for kinetic Langevin with quadratic potential; a non-Markovian optimal-control coupling interprets and strengthens existing sharp bounds while removing assumptions for OBABO.
Wasserstein Dis- tance Estimates for the Distributions of Numerical Approximations to Ergodic Stochastic Differential Equations
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With the step size accelerated as h = h_LMC γ, the exponential-integrator kinetic Langevin Monte Carlo remains contractive in the overdamped limit, with contraction and bias matching Euler–Maruyama LMC.
A stochastic Runge-Kutta Schrödinger-Föllmer sampler (SRKSFS) is introduced with a proven O(h^{3/2} |ln h|) convergence rate in L2-Wasserstein distance, extended to data-driven sampling from empirical measures.
Novel splitting scheme for kinetic Langevin sampling with exact harmonic integrator yields L2-Wasserstein convergence rates matching continuous dynamics and non-asymptotic error bounds for strongly log-concave targets.
citing papers explorer
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On couplings for kinetic Langevin diffusions
No Markovian coupling captures the TV decay rate for kinetic Langevin with quadratic potential; a non-Markovian optimal-control coupling interprets and strengthens existing sharp bounds while removing assumptions for OBABO.
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Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdamped
With the step size accelerated as h = h_LMC γ, the exponential-integrator kinetic Langevin Monte Carlo remains contractive in the overdamped limit, with contraction and bias matching Euler–Maruyama LMC.
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Accelerated Schr\"odinger-F\"ollmer samplers
A stochastic Runge-Kutta Schrödinger-Föllmer sampler (SRKSFS) is introduced with a proven O(h^{3/2} |ln h|) convergence rate in L2-Wasserstein distance, extended to data-driven sampling from empirical measures.
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Convergence and non-asymptotic error analysis for kinetic Langevin samplers using the exact harmonic Langevin integrator
Novel splitting scheme for kinetic Langevin sampling with exact harmonic integrator yields L2-Wasserstein convergence rates matching continuous dynamics and non-asymptotic error bounds for strongly log-concave targets.