No Markovian coupling captures the TV decay rate for kinetic Langevin with quadratic potential; a non-Markovian optimal-control coupling interprets and strengthens existing sharp bounds while removing assumptions for OBABO.
Wasserstein Dis- tance Estimates for the Distributions of Numerical Approximations to Ergodic Stochastic Differential Equations
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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.
A stochastic Runge-Kutta Schrödinger-Föllmer sampler (SRKSFS) is introduced with a proven O(h^{3/2} |ln h|) convergence rate in L2-Wasserstein distance, extended to data-driven sampling from empirical measures.
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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On couplings for kinetic Langevin diffusions
No Markovian coupling captures the TV decay rate for kinetic Langevin with quadratic potential; a non-Markovian optimal-control coupling interprets and strengthens existing sharp bounds while removing assumptions for OBABO.