A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry

Yuansi Chen, Khashayar Gatmiry

We study the mixing time of Metropolis-Adjusted Langevin algorithm (MALA) for sampling a target density on ${\mathbb{R}}^d$. We assume that the target density satisfies ${\psi }_{\mu }$-isoperi…