A simple proof of the Poincaré inequality for a large class of probability measures

By Agence Nationale pour la Recherche, Projet Ifo. 2008

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Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm (2015, methodology): “Regarding the second term, by [2, Theorem 1.4], π satisﬁes a Poincar´e inequality with constant log − 1 ( κ ).”