Georgia Institute of Technology; School of Data Science, Shenzhen Institute of Artiﬁcial Intelligence and Robotics for Society, The Chinese University of Hong Kong, Shenzhen
Ruilin Li, Hongyuan Zha, Molei Tao
unadjusted Langevin algorithm / Langevin Monte Carlo;non-asymptotic sampling error in Wasserstein-2 distance;optimal dimension dependence;mean square analysis
Sqrt(d) Dimension Dependence of Langevin Monte Carlo