Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting

Ariel Neufeld, Matthew Ng Cheng En, Ying Zhang

We consider the problem of sampling from a high-dimensional target distribution ${\pi }_{\beta }$ on ${\mathbb{R}}^d$ with density proportional to $\theta \mapsto e^{-\beta U(\theta )}$ using explicit numerical…