Rishikesh Srinivasan

Poisson Midpoint Method for Log Concave Sampling: Beyond the Strong Error Lower Bounds

We study the problem of sampling from strongly log-concave distributions over $\mathbb{R}^d$ using the Poisson midpoint discretization (a variant of the randomized midpoint method) for overdamped/underdamped Langevin dynamics. We prove its convergence in the 2-Wasserstein distance ($\mathcal W_2$),…