Parallelized midpoint randomization for Langevin Monte Carlo

DOI10.1016/J.SPA.2025.104764MaRDI QIDQ6910590zbMATH OpenFDO

Authors Lu Yu, Arnak S. Dalalyan

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104764

zbMATH Keywords

Langevin algorithmMarkov chain Monte Carlo methodmidpoint randomizationmixing rateparallel computing

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cites work

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• Parallel Computing
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• User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

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