Sharp convergence rates for Langevin dynamics in the nonconvex setting

Xiang Cheng, Niladri S. Chatterji, Yasin Abbasi-Yadkori +2

We study the problem of sampling from a distribution $p^{\ast }(x)\propto \exp \left(-U(x)\right)$, where the function $U$ is $L$-smooth everywhere and $m$-strongly convex outside a ball…