Contractive kinetic Langevin samplers beyond global Lipschitz continuity
Probability
2025-12-10 v2 Numerical Analysis
Numerical Analysis
Machine Learning
Abstract
In this paper, we examine the problem of sampling from log-concave distributions with (possibly) superlinear gradient growth under kinetic (underdamped) Langevin algorithms. Using a carefully tailored taming scheme, we propose two novel discretizations of the kinetic Langevin SDE, and we show that they are both contractive and satisfy a log-Sobolev inequality. Building on this, we establish a series of non-asymptotic bounds in -Wasserstein distance between the law reached by each algorithm and the underlying target measure.
Cite
@article{arxiv.2509.12031,
title = {Contractive kinetic Langevin samplers beyond global Lipschitz continuity},
author = {Iosif Lytras and Panayotis Mertikopoulos},
journal= {arXiv preprint arXiv:2509.12031},
year = {2025}
}
Comments
30 pages