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Collaborating Authors

 Andre Wibisono

Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices

Neural Information Processing Systems

Neural Information Processing Systems http://nips.cc/

Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices

Neural Information Processing Systems

Notably, we do not assume convexity or bounds on higher derivatives. We also prove convergence guarantees in Rényi divergence of order q>1 assuming the limit of ULA satisfies either log-Sobolev or Poincaré inequality.