Derives KL and TV error bounds for kTULA and tRLMC schemes, giving near-optimal ilde O(ε^{-1/2}) complexity for kTULA and ilde O(ε^{-1}) for tRLMC under log-Sobolev sampling.
Non-asymptotic bounds for sampling algorithms without log-concavity.arXiv preprint arXiv:1808.07105, 2018
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Error estimates for tamed Euler and Randomized Euler schemes for SDEs with locally Lipschitz drift with applications to non-logconcave sampling and optimization
Derives KL and TV error bounds for kTULA and tRLMC schemes, giving near-optimal ilde O(ε^{-1/2}) complexity for kTULA and ilde O(ε^{-1}) for tRLMC under log-Sobolev sampling.