Fast and Efficient Parallel Sampling Using Higher Order Langevin Dynamics
基于高阶朗之万动力学的高效并行采样
We study parallel sampling from high-dimensional strongly log-concave distributions. Langevin-based samplers converge rapidly in continuous time, but their discretizations are typically sequential and often require polynomially many steps in the dimension $d$, the target accuracy $\varepsilon^{-1}$, or both. Picard-based parallel sampling methods reduce this sequential depth to polylogarithmic scale by solving for many time-discretization points in parallel; however,…