math.ST · 2026-10-06 · No. 135

Statistics Theory, 2026-10-06.

1 new papers in math.ST. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Sharp dimensional analysis of midpoint methods for Langevin sampling

    Fan Chen, Sinho Chewi, Jianfeng Lu, Matthew S. Zhang

    math.ST · cs.DS · cs.LG · math.NA

    We study deterministic and randomized midpoint discretizations of Langevin dynamics for a target $π\propto e^{-V}$, where $0 \prec αI\preceq\nabla^2V\preceqβI$ and $κ=β/α$. To achieve $\sqrtα\,W_2\leqslant\varepsilon$, we show that deterministic Heun uses at most $\widetilde O(κ^{4/3}d^{1/3}\varepsilon^{-2/3})$ gradient queries, and underdamped exponential midpoint uses $\widetilde O(κ^{5/4}d^{1/4}\varepsilon^{-1/2})$. The proofs exploit...

    arxiv.org/abs/2610.06308 · PDF

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