# Constrained Langevin Algorithms with L-mixing External Random Variables

arXiv: https://arxiv.org/abs/2205.14192 · HTML: https://mlsanity.com/paper/2205.14192/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 47 references that are in the map.
- First posted on arXiv 27 May 2022.

## Builds on (most cited first, 27 of 27)

- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis](https://mlsanity.com/paper/1702.03849/) (2017)
- [Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices](https://mlsanity.com/paper/1903.08568/) (2019)
- [Theoretical guarantees for approximate sampling from smooth and log-concave densities](https://mlsanity.com/paper/1412.7392/) (2014)
- [Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1507.05021/) (2015)
- [Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization](https://mlsanity.com/paper/1707.06618/) (2017)
- [Sharp convergence rates for Langevin dynamics in the nonconvex setting](https://mlsanity.com/paper/1805.01648/) (2018)
- [Sampling Can Be Faster Than Optimization](https://mlsanity.com/paper/1811.08413/) (2018)
- [Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo](https://mlsanity.com/paper/2202.05214/) (2022)
- [Mirrored Langevin Dynamics](https://mlsanity.com/paper/1802.10174/) (2018)
- [Wasserstein Control of Mirror Langevin Monte Carlo](https://mlsanity.com/paper/2002.04363/) (2020)
- [Efficient constrained sampling via the mirror-Langevin algorithm](https://mlsanity.com/paper/2010.16212/) (2020)
- [Sampling from a log-concave distribution with Projected Langevin Monte Carlo](https://mlsanity.com/paper/1507.02564/) (2015)
- [Global Non-convex Optimization with Discretized Diffusions](https://mlsanity.com/paper/1810.12361/) (2018)
- [Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo](https://mlsanity.com/paper/1705.08964/) (2017)
- [Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence](https://mlsanity.com/paper/2007.11612/) (2020)
- [Non-asymptotic bounds for sampling algorithms without log-concavity](https://mlsanity.com/paper/1808.07105/) (2018)
- [Projected Stochastic Gradient Langevin Algorithms for Constrained Sampling and Non-Convex Learning](https://mlsanity.com/paper/2012.12137/) (2020)
- [Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling](https://mlsanity.com/paper/2010.09597/) (2020)
- [The Langevin Monte Carlo algorithm in the non-smooth log-concave case](https://mlsanity.com/paper/2101.10695/) (2021)
- [Sqrt(d) Dimension Dependence of Langevin Monte Carlo](https://mlsanity.com/paper/2109.03839/) (2021)
- [On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case](https://mlsanity.com/paper/1812.02709/) (2018)
- [Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev](https://mlsanity.com/paper/2010.05263/) (2020)
- [On Stationary-Point Hitting Time and Ergodicity of Stochastic Gradient Langevin Dynamics](https://mlsanity.com/paper/1904.13016/) (2019)
- [On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case](https://mlsanity.com/paper/1905.13142/) (2019)
- [Acceleration and Averaging in Stochastic Mirror Descent Dynamics](https://mlsanity.com/paper/1707.06219/) (2017)
- [Wasserstein Contraction Bounds on Closed Convex Domains with Applications to Stochastic Adaptive Control](https://mlsanity.com/paper/2109.12198/) (2021)

## Built on by (most cited first, 6 of 6)

- [Non-Reversible Langevin Algorithms for Constrained Sampling](https://mlsanity.com/paper/2501.11743/) (2025)
- [Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis](https://mlsanity.com/paper/2503.19066/) (2025)
- [Accelerating Constrained Sampling: A Large Deviations Approach](https://mlsanity.com/paper/2506.07816/) (2025)
- [Decentralized Proximal Stochastic Gradient Langevin Dynamics](https://mlsanity.com/paper/2605.00723/) (2026)
- [Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models](https://mlsanity.com/paper/2303.17109/) (2023)
- [Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferential](https://mlsanity.com/paper/2510.02735/) (2025)

## Abstract (arXiv)

Langevin algorithms are gradient descent methods augmented with additive noise, and are widely used in Markov Chain Monte Carlo (MCMC) sampling, optimization, and machine learning. In recent years, the non-asymptotic analysis of Langevin algorithms for non-convex learning has been extensively explored. For constrained problems with non-convex losses over a compact convex domain with IID data variables, the projected Langevin algorithm achieves a deviation of O(T-1/4 (log T)1/2) from its target distribution [27] in 1-Wasserstein distance. In this paper, we obtain a deviation of O(T-1/2 log T) in 1-Wasserstein distance for non-convex losses with L-mixing data variables and polyhedral constraints (which are not necessarily bounded). This improves on the previous bound for constrained problems and matches the best-known bound for unconstrained problems.