cs.NA, math.NA, math.PR, stat.CO, stat.ML

Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdamped

arXiv:2510.03949v3 Announce Type: replace-cross
Abstract: Simulating the kinetic Langevin dynamics is a popular approach for sampling from distributions, where only their unnormalized densities are available. Various discretizations of the kinetic Lan…