Tag: anchored

Anchored Langevin Algorithms arXiv:2509.19455v1 Announce Type: new Abstract: Standard first-order Langevin algorithms such as the unadjusted Langevin algorithm (ULA) are obtained by discretizing the Langevin diffusion and are widely used for sampling in machine learning because they scale to high dimensions and large datasets. However, they face two key limitations: (i) they require differentiable log-densities,…