Dimension-free regimes for unadjusted Langevin in ridge-separable models: A subspace robust Wasserstein analysis
arXiv:2610.31431v1 Announce Type: new Abstract: The Unadjusted Langevin Algorithm (ULA) is widely used for high-dimensional Bayesian inference. Classical analyses in Wasserstein-2 distance predict an asymptotic bias and a mixing time that grow with dimension, but this metric is stronger than necess…
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- 2026-10-23 04:00 · arXiv stat.ML
Dimension-free regimes for unadjusted Langevin in ridge-separable models: A subspace robust Wasserstein analysis