Underdamped Langevin MCMC with third order convergence

Maximilian Scott; Daire O'Kane; Andraz Jelincic; James Foster

Underdamped Langevin MCMC with third order convergence

Maximilian Scott, Daire O'Kane, Andraz Jelincic, James Foster

Department of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

2 Downloads (Pure)

Original language	English
Journal	Journal of Machine Learning Research
Publication status	Submitted - 9 Sept 2025

Funding

We greatly appreciate the support from the Department of Mathematical Sciences at the University of Bath, the Maths4DL programme under EPSRC grant EP/V026259/1 and the Alan Turing Institute. AJ thanks the UK National Cyber Security Centre for funding his research and Extropic for funding his work implementing high order SDE solvers in Diffrax.

Access to Document

Underdamped Langevin MCMC with third order convergenceSubmitted manuscript, 1.15 MBLicence: CC BY

Cite this

@article{8cfc3f8a5f854e208ab3fa8c99e27d85,

title = "Underdamped Langevin MCMC with third order convergence",

author = "Maximilian Scott and Daire O'Kane and Andraz Jelincic and James Foster",

year = "2025",

month = sep,

day = "9",

language = "English",

journal = "Journal of Machine Learning Research",

issn = "1532-4435",

publisher = "Microtome Publishing",

}