  While the Metropolis Adjusted Langevin Algorithm (MALA) is a popular and
widely used Markov chain Monte Carlo method, very few papers derive conditions
that ensure its convergence. In particular, to the authors' knowledge,
assumptions that are both easy to verify and guarantee geometric convergence,
are still missing. In this work, we establish $V$-uniformly geometric
convergence for MALA under mild assumptions about the target distribution.
Unlike previous work, we only consider tail and smoothness conditions for the
potential associated with the target distribution. These conditions are quite
common in the MCMC literature and are easy to verify in practice. Finally, we
pay special attention to the dependence of the bounds we derive on the step
size of the Euler-Maruyama discretization, which corresponds to the proposal
Markov kernel of MALA.
