Author

Iosif Lytras

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Preprint Aug 2026

The Tamed Subgradient Unadjusted Langevin Algorithm beyond Convexity

We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex. We introduce the Subgradient Tamed Unadjusted Langevin Algorithm (SG-TULA), a discretisation of the Langevin diffusion that operates directly on subgradients...

Iosif Lytras, Nikolaos Makras, S. Sabanis · 1 citation