The Fenchel Game of Underdamped Langevin Dynamics: Insights into Accelerated Convergence

Alexandra Borkowski, Nikolas Nüsken

For $(Q_t,P_t)$ governed by suitably damped underdamped Langevin dynamics, we quantify the convergence in KL divergence of the positional marginal to a $\sigma$-strongly log-concave tar…