stat.CO · 2026-08-04 · No. 74

Computation, 2026-08-04.

1 new papers in stat.CO. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Wasserstein mixing time of the unadjusted Langevin algorithm

    Francesco Pedrotti, Peter A. Whalley

    stat.CO · cs.LG · math.NA · math.PR

    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 $κ\sqrt{d}/\varepsilon$, where $κ$ is the condition number, $d$ is the dimension, and $\varepsilon$ is the target precision: this improves by a factor of $\sqrt{d}/\varepsilon$ over the previous state-of-the-art results.

    arxiv.org/abs/2608.02430 · PDF

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