Samplinglib
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Sampling regime

Weakly smooth log-concave

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Theorem and frontier cases
upper · Exact source theorem

Averaged LMC

Theorem 4.3.11 (Durmus et al. 2019)

Theorem statement
\[\begin{gathered}V\text{ is convex and }L\text{-Lipschitz},\qquad h\asymp\frac{\varepsilon^2}{L^2},\qquad \bar\mu_{Nh}:=\frac1N\sum_{n=1}^N\widehat\mu_{nh},\\ \sqrt{\operatorname{KL}(\bar\mu_{Nh}\Vert\pi)}\le\varepsilon\quad\text{after}\quad N=O\!\left(\frac{L^2W_2^2(\widehat\mu_0,\pi)}{\varepsilon^4}\right).\end{gathered}\]