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}) .

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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
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article

Convergence in total variation for the kinetic Langevin algorithm

Joseph Lehec
1 citations
Mathematical Statistics and Learning
Mathematical Biology Tumor Growth
1.37
article

Convergence in total variation for the kinetic Langevin algorithm

Joseph Lehec
article en
1 citations

Abstract

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}) .

Mathematical Statistics and LearningVol. 8(1)
Centre National de la Recherche Scientifique (FR), Université de Poitiers (FR)
Reduced inequalities
Openalex Percentile: Top 21%
Mathematical Biology Tumor Growth
1.37
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