Contractive kinetic Langevin samplers beyond global Lipschitz continuity

2025-09-15 19:00 GMT · 8 months ago aimagpro.com

arXiv:2509.12031v1 Announce Type: cross
Abstract: In this paper, we examine the problem of sampling from log-concave distributions with (possibly) superlinear gradient growth under kinetic (underdamped) Langevin algorithms. Using a carefully tailored taming scheme, we propose two novel discretizations of the kinetic Langevin SDE, and we show that they are both contractive and satisfy a log-Sobolev inequality. Building on this, we establish a series of non-asymptotic bounds in $2$-Wasserstein distance between the law reached by each algorithm and the underlying target measure.