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)

zbMATH Keywords

Markov chain Monte Carlo methodparallel computingmixing rateLangevin algorithmmidpoint randomization

Mathematics Subject Classification ID

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

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