Samplinglib
Lean gate passed 2026-08-19T06:04:36.257124+00:00 · 77184245109a
4.1 · Book p. 124 · PDF p. 136

Proof via Wasserstein Coupling

Proves Langevin Monte Carlo error bounds by synchronously coupling the diffusion and its Euler discretization.

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Place in the proof route

The chapter uses this material in the route toward Wasserstein coupling yields contraction plus a one-step discretization bias. The declaration-level source map is intentionally left inside the formalization layer until exact theorem anchors have been audited.

Why is this valid?

Chapter-level validity conditions

  • The coupled processes must be constructed on one filtered probability space.
  • Path-space laws and filtration-adapted drift differences must be explicit.
  • Optimization analogies do not replace stochastic existence or integrability assumptions.
View Lean formalization

No declaration-level mapping has been accepted for this section. This is a route status, not a failed Lean declaration.