Convergence of Langevin Monte Carlo in Chi-Squared and Rényi Divergence

Murat A. Erdogdu, Rasa Hosseinzadeh, Shunshi Zhang. Convergence of Langevin Monte Carlo in Chi-Squared and Rényi Divergence. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 8151-8175, PMLR, 2022. [doi]

Abstract

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