Improved Discretization Analysis for Underdamped Langevin Monte Carlo

Matthew Shunshi Zhang, Sinho Chewi, Mufan (Bill) Li, Krishna Balasubramanian, Murat A. Erdogdu. Improved Discretization Analysis for Underdamped Langevin Monte Carlo. In Gergely Neu, Lorenzo Rosasco, editors, The Thirty Sixth Annual Conference on Learning Theory, 12-15 July 2023, Bangalore, India. Volume 195 of Proceedings of Machine Learning Research, pages 36-71, PMLR, 2023. [doi]

Abstract

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