Efficient Sampling on Riemannian Manifolds via Langevin MCMC

The key to our analysis of Langevin MCMC is a bound on the discretization error of the geometric Euler-Murayama scheme, assuming h is Lipschitz and M has bounded sectional curvature. Our error bound matches the error of Euclidean Euler-Murayama in terms of its stepsize dependence.