SGLD
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Related Articles from SNS
Deterministic Envelopes for Tamed SGLD: Decoupling Stochastic-Gradient Noise and Localizing Taming
Announce Type: cross Abstract: Stochastic-gradient Langevin algorithms often use tamed denominators to stabilize non-globally Lipschitz drifts. This paper shows that when the denominator depends on the same stochastic-gradient realization as the numerator, the taming step changes the stochastic oracle itself and can create a stationary bias even if the original stochastic gradient is unbiased. We propose a structure-preserving framework for designing tamed denominators.
Improved Guarantees for Langevin Monte Carlo with Average Smoothness
arXiv:2605.31413v1 Announce Type: cross Abstract: We establish improved nonasymptotic bounds for Langevin Monte Carlo in the strongly log-concave setting, when the error is measured by the Wasserstein distance. The main result shows that the discretization error is governed by an average coordinate-wise smoothness constant, rather than by the usual global smoothness constant. The proof is short and probabilistic, and relies on a refined use of the synchronous coupling.