Proves dimension-free long-time reverse transportation inequality for non-globally-dissipative Langevin dynamics with non-convex potentials controlling Rényi divergence.
A sharp uniform-in-time error estimate for Stochastic Gradient Langevin Dynamics.CSIAM Transactions on Applied Mathematics, 6(4):711–759
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Long-time reverse transportation inequalities for non-globally-dissipative Langevin dynamics
Proves dimension-free long-time reverse transportation inequality for non-globally-dissipative Langevin dynamics with non-convex potentials controlling Rényi divergence.