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math.ST2025
Convergence rate of randomized midpoint Langevin Monte Carlo
Ruinan Li, Tian Shen, Zhonggen Su
The randomized midpoint Langevin Monte Carlo (RLMC), introduced by Shen and Lee (2019), is a variant of classical Unadjusted Langevin Algorithm. It was shown in the literature that…
math.ST2025
Non-asymptotic Analysis of Poisson randomized midpoint Langevin Monte Carlo
Tian Shen, Zhonggen Su
The task of sampling from a high-dimensional distribution on is a fundamental algorithmic problem with applications throughout statistics, engineering, and the sciences.…