Review for NeurIPS paper: Faster Differentially Private Samplers via Rényi Divergence Analysis of Discretized Langevin MCMC

Neural Information Processing Systems 

The reviewers agree that this paper provides an interesting analysis on the Langevin dynamics, which has interesting implications to differential privacy. The presentation is clear and the technical results are novel. The paper should clarify whether the finite-time variant of the dynamics actually leads to a private algorithm in their revision.