Refined synchronous Wasserstein coupling analysis yields parameter-robust contractions and asymptotic bias bounds for KLMC with exponential integrator, valid in overdamped limit under time acceleration.
Wasserstein Dis- tance Estimates for the Distributions of Numerical Approximations to Ergodic Stochastic Differential Equations
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Novel splitting scheme for kinetic Langevin sampling with exact harmonic integrator yields L2-Wasserstein convergence rates matching continuous dynamics and non-asymptotic error bounds for strongly log-concave targets.
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Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdamped
Refined synchronous Wasserstein coupling analysis yields parameter-robust contractions and asymptotic bias bounds for KLMC with exponential integrator, valid in overdamped limit under time acceleration.
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Convergence and non-asymptotic error analysis for kinetic Langevin samplers using the exact harmonic Langevin integrator
Novel splitting scheme for kinetic Langevin sampling with exact harmonic integrator yields L2-Wasserstein convergence rates matching continuous dynamics and non-asymptotic error bounds for strongly log-concave targets.