A higher-order Langevin Monte Carlo algorithm family is proposed with Wasserstein mixing time improving in the dynamics order, under a strong Condition H2 that the abstract does not disclose.
Differential Calculus
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High-Order Langevin Monte Carlo Algorithms
A higher-order Langevin Monte Carlo algorithm family is proposed with Wasserstein mixing time improving in the dynamics order, under a strong Condition H2 that the abstract does not disclose.