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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…
math.PR2025
Contractive kinetic Langevin samplers beyond global Lipschitz continuity
Iosif Lytras, Panayotis Mertikopoulos
In this paper, we examine the problem of sampling from log-concave distributions with (possibly) superlinear gradient growth under kinetic (underdamped) Langevin algorithms. Using…