Analysis of Langevin Monte Carlo from Poincar'e to Log-Sobolev

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution π under the sole assumption that π satisfies a Poincar'e inequality. Using this fact to provide guarantees for the discrete-time Langevin Monte Carlo (LMC) algorithm, however, is considerably more challenging due to the need for working with chi-squared or R'enyi divergences, and prior works have largely focused on strongly log-concave targets. In this work, we provide the first convergence guarantees for LMC assuming that π satisfies either a Latala--Oleszkiewicz or modified log-Sobolev inequality, which interpolates between the Poincar'e and log-Sobolev settings. Unlike prior works, our results allow for weak smoothness and do not require convexity or dissipativity conditions.