Poisson-Corrector Complexity Bounds for Moreau--Yosida Unadjusted Langevin Sampling

arXiv:2609. 12594v1 Announce Type: new Abstract: We study the classical Moreau--Yosida unadjusted Langevin algorithm (MYULA) for $\pi(\,\mathrm{d} x)\propto e^{-f(x)-g(x)}\,\mathrm{d} x$, where $f\in C^2(\mathbb{R}^d)$ is $m$-strongly convex with $L_f$-Lipschitz gradient and $g:\mathbb{R}^d\to\mathbb{R}$ is convex and globally $G$-Lipschitz.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

• safety