Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity (Q2137032)

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Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
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    Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity (English)
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    16 May 2022
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    Euler-Maruyama discretization
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    KL divergence
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    Langevin diffusion
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    Markov chain Monte Carlo
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    non-asymptotic bound
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