Shifted Composition IV: Underdamped Langevin and Numerical Discretizations with Partial Acceleration

Quantifying the convergence rate of the underdamped Langevin dynamics (ULD) is a classical topic, in large part due to the possibility for diffusive-to-ballistic speedups -- as was recently established for the continuous-time dynamics via space-time Poincare inequalities. A central challenge for analyzing ULD is that its degeneracy necessitates the development of new analysis approaches, e.g., the theory of hypocoercivity. In this paper, we give a new coupling-based framework for analyzing ULD and its numerical discretizations. First, in the continuous-time setting, we use this framework to establish new parabolic Harnack inequalities for ULD. These are the first Harnack inequalities that decay to zero in contractive settings, thereby reflecting the convergence properties of ULD in addition to just its regularity properties. Second, we build upon these Harnack inequalities to develop a local error framework for analyzing discretizations of ULD in KL divergence. This extends our framework in part III from uniformly elliptic diffusions to degenerate diffusions, and shares its virtues: the framework is user-friendly, applies to sophisticated discretization schemes, and does not require contractivity. Applying this framework to the randomized midpoint discretization of ULD establishes (i) the first ballistic acceleration result for log-concave sampling (i.e., sublinear dependence on the condition number), and (ii) the first $d^{1/3}$ iteration complexity guarantee for sampling to constant total variation error in dimension $d$.

Publication Details

Journal
arXiv (Cornell University)
Published
2025-06-29
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Shifted Composition IV: Underdamped Langevin and Numerical Discretizations with Partial Acceleration

arXiv (Cornell University)
Markov Chains and Monte Carlo Methods
article

Shifted Composition IV: Underdamped Langevin and Numerical Discretizations with Partial Acceleration

article en

Abstract

Quantifying the convergence rate of the underdamped Langevin dynamics (ULD) is a classical topic, in large part due to the possibility for diffusive-to-ballistic speedups -- as was recently established for the continuous-time dynamics via space-time Poincare inequalities. A central challenge for analyzing ULD is that its degeneracy necessitates the development of new analysis approaches, e.g., the theory of hypocoercivity. In this paper, we give a new coupling-based framework for analyzing ULD and its numerical discretizations. First, in the continuous-time setting, we use this framework to establish new parabolic Harnack inequalities for ULD. These are the first Harnack inequalities that decay to zero in contractive settings, thereby reflecting the convergence properties of ULD in addition to just its regularity properties. Second, we build upon these Harnack inequalities to develop a local error framework for analyzing discretizations of ULD in KL divergence. This extends our framework in part III from uniformly elliptic diffusions to degenerate diffusions, and shares its virtues: the framework is user-friendly, applies to sophisticated discretization schemes, and does not require contractivity. Applying this framework to the randomized midpoint discretization of ULD establishes (i) the first ballistic acceleration result for log-concave sampling (i.e., sublinear dependence on the condition number), and (ii) the first $d^{1/3}$ iteration complexity guarantee for sampling to constant total variation error in dimension $d$.

arXiv (Cornell University)
Openalex Percentile: Top 45%
Markov Chains and Monte Carlo Methods
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.