2 papers
math.PR2026
Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis
Nian Yao, Pervez Ali, Xihua Tao +1
Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical…
stat.ML2025
High-Order Langevin Monte Carlo Algorithms
Thanh Dang, Mert Gurbuzbalaban, Mohammad Rafiqul Islam +2
Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based…