Proves dimension-free long-time reverse transportation inequality for non-globally-dissipative Langevin dynamics with non-convex potentials controlling Rényi divergence.
Nonasymptotic bounds for sam- pling algorithms without log-concavity.Annals of Applied Probability, 30(4):1534–1581
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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.