The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We derive upper bounds for the contraction rate in Kantorovich ...

In Jourdain et al. (Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit (2012) Preprint), we generalize this result when the initial distribution is ...