I. Lytras and P. Mertikopoulos. Working paper.
In this paper, we examine the problem of sampling from log-concave distributions with (possibly) superlinear gradient growth under kinetic (underdamped) Langevin algorithms. Using a carefully tailored taming scheme, we propose two novel discretizations of the kinetic Langevin SDE, and we show that they are both contractive and satisfy a log-Sobolev inequality. Building on this, we establish a series of non-asymptotic bounds in 2-Wasserstein distance between the law reached by each algorithm and the underlying target measure.
arXiv link: https://arxiv.org/abs/2509.12031