On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness

Murat A. Erdogdu, Rasa Hosseinzadeh

We study sampling from a target distribution ${\nu }_{\ast }=e^{-f}$ using the unadjusted Langevin Monte Carlo (LMC) algorithm. For any potential function $f$ whose tails behave like ${\|…