stat.COAug 3, 2026

Wasserstein mixing time of the unadjusted Langevin algorithm

Authors: Francesco PedrottiPeter A. Whalley

Organizations: ETH Zürich

Abstract

We provide new estimates in Wasserstein distance for the asymptotic bias of the unadjusted Langevin algorithm, in the classical setting of log-smooth strongly log-concave measures. Our bound implies a Wasserstein mixing time of order κd/εκ\sqrt{d}/\varepsilon, where κκ is the condition number, dd is the dimension, and ε\varepsilon is the target precision: this improves by a factor of d/ε\sqrt{d}/\varepsilon over the previous state-of-the-art results.

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