Convergence in total variation for the kinetic Langevin algorithm
We prove non-asymptotic total variation estimates for the kinetic Langevin algorithm in high dimension when the target measure satisfies a Poincaré inequality and has gradient Lipschitz potential. The main point is that the estimate improves significantly upon the corresponding bound for the non-kinetic version of the algorithm, due to Dalalyan. In particular, the dimension dependence drops from O(n) to O(\sqrt{n}) .
Authors
- Joseph Lehec (ORCID: https://orcid.org/0000-0001-6182-9427)
Institutions
- Centre National de la Recherche Scientifique (FR)
- Université de Poitiers (FR)
Publication Details
- Journal
- Mathematical Statistics and Learning
- Published
- 2025-05-29
- DOI
- https://doi.org/10.4171/msl/49
- Citations
- 1
- Primary Topic
- Mathematical Biology Tumor Growth
- Type
- article
- Field-Weighted Citation Impact
- 1.37