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cs.LG2026
The Tamed Subgradient Unadjusted Langevin Algorithm beyond Convexity
Iosif Lytras, Nikolaos Makras, Sotirios Sabanis
We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex. We introduce the…
math.PR2026
Error estimates for tamed Euler and Randomized Euler schemes for SDEs with locally Lipschitz drift with applications to non-logconcave sampling and optimization
Iosif Lytras, Angelos Ntousis
In this paper, we study the numerical discretization of stochastic differential equations with locally Lipschitz, super-linearly growing drift, and the resulting implications for s…