Sampling from a strongly log-concave distribution with the Unadjusted Langevin Algorithm

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Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes (2016, methodology): “Another possibility is to consider time discretizations as a perturbation of the diffusion process and to apply directly the contraction results for the diffusion; see [15, 18, 19] and also [23, 49, 51, 53, 55, 56].”
Underdamped Langevin MCMC: A non-asymptotic analysis (2017, methodology): “Compared to the results of [4] on the convergence of Langevin MCMC in W2 in O ( dκ(2) ε2 ) iterations, this is an improvement in both d and ǫ.”