English

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 22-Wasserstein distance between the law reached by each algorithm and the underlying target measure.

Keywords

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

R2 v1 2026-07-01T05:37:04.929Z