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stat.ML2025

From stability of Langevin diffusion to convergence of proximal MCMC for non-log-concave sampling

Marien Renaud, Valentin De Bortoli, Arthur Leclaire +1

We consider the problem of sampling distributions stemming from non-convex potentials with Unadjusted Langevin Algorithm (ULA). We prove the stability of the discrete-time ULA to d…