# Tamed Langevin sampling under weaker conditions

arXiv: https://arxiv.org/abs/2405.17693 · HTML: https://mlsanity.com/paper/2405.17693/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 46 references that are in the map.
- First posted on arXiv 27 May 2024.

## Builds on (most cited first, 20 of 20)

- [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)
- [High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1605.01559/) (2016)
- [Sharp convergence rates for Langevin dynamics in the nonconvex setting](https://mlsanity.com/paper/1805.01648/) (2018)
- [Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo](https://mlsanity.com/paper/2202.05214/) (2022)
- [On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness](https://mlsanity.com/paper/2005.13097/) (2020)
- [Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence](https://mlsanity.com/paper/2007.11612/) (2020)
- [Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity](https://mlsanity.com/paper/1907.11331/) (2019)
- [Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization](https://mlsanity.com/paper/1910.02008/) (2019)
- [Non-asymptotic bounds for sampling algorithms without log-concavity](https://mlsanity.com/paper/1808.07105/) (2018)
- [The Tamed Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1710.05559/) (2017)
- [Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincar'e Inequality](https://mlsanity.com/paper/2303.03589/) (2023)
- [Riemannian Langevin Algorithm for Solving Semidefinite Programs](https://mlsanity.com/paper/2010.11176/) (2020)
- [Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms](https://mlsanity.com/paper/2006.14514/) (2020)
- [On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case](https://mlsanity.com/paper/1812.02709/) (2018)
- [Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case](https://mlsanity.com/paper/2301.08039/) (2023)
- [Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting](https://mlsanity.com/paper/2207.02600/) (2022)
- [Taming under isoperimetry](https://mlsanity.com/paper/2311.09003/) (2023)

## Built on by (most cited first, 7 of 7)

- [Sampling from multi-modal distributions with polynomial query complexity in fixed dimension via reverse diffusion](https://mlsanity.com/paper/2501.00565/) (2024)
- [The Performance Of The Unadjusted Langevin Algorithm Without Smoothness Assumptions](https://mlsanity.com/paper/2502.03458/) (2025)
- [kTULA: A Langevin sampling algorithm with improved KL bounds under super-linear log-gradients](https://mlsanity.com/paper/2506.04878/) (2025)
- [Error estimates for tamed Euler and Randomized Euler schemes for SDEs with locally Lipschitz drift with applications to non-logconcave sampling and optimization](https://mlsanity.com/paper/2605.24937/) (2026)
- [When Langevin Monte Carlo Meets Randomization: New Sampling Algorithms with Non-asymptotic Error Bounds beyond Log-Concavity and Gradient Lipschitzness](https://mlsanity.com/paper/2509.25630/) (2025)
- [Deterministic Denominator Design for Localized Tamed Stochastic Gradient Langevin Dynamics](https://mlsanity.com/paper/2606.10559/) (2026)
- [RELTA-SGLD: Relative-Growth Localized Taming for Nonconvex Stochastic-Gradient Langevin Learning](https://mlsanity.com/paper/2607.19544/) (2026)

## Abstract (arXiv)

Motivated by applications to deep learning which often fail standard Lipschitz smoothness requirements, we examine the problem of sampling from distributions that are not log-concave and are only weakly dissipative, with log-gradients allowed to grow superlinearly at infinity. In terms of structure, we only assume that the target distribution satisfies either a log-Sobolev or a Poincar'e inequality and a local Lipschitz smoothness assumption with modulus growing possibly polynomially at infinity. This set of assumptions greatly exceeds the operational limits of the "vanilla" unadjusted Langevin algorithm (ULA), making sampling from such distributions a highly involved affair. To account for this, we introduce a taming scheme which is tailored to the growth and decay properties of the target distribution, and we provide explicit non-asymptotic guarantees for the proposed sampler in terms of the Kullback-Leibler (KL) divergence, total variation, and Wasserstein distance to the target distribution.
