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R\'enyi Tracking Bounds for Langevin Dynamics with Moving Targets

This story is from 2026-09-17. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2609.17577v1 Announce Type: new Abstract: We study Langevin diffusion and Langevin Monte Carlo (LMC) when the target distribution changes over time. Under a log-Sobolev inequality (LSI), we derive non-asymptotic R\'enyi-divergence guarantees for tracking the current target. The framework cove…

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  1. 2026-09-17 04:00 · arXiv stat.ML
    R\'enyi Tracking Bounds for Langevin Dynamics with Moving Targets

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