Provable Non-Acceleration of Standard Strang Splittings of Kinetic Langevin Dynamics

The OBABO and BAOAB schemes and the other standard Strang splittings of kinetic (underdamped) Langevin dynamics are widely used Markov chain Monte Carlo algorithms. Under a suitable friction scaling, the underlying diffusion relaxes on a ballistic time scale, suggesting that these discretizations, suitably tuned, sample targets with condition number $κ$ in $O(\sqrtκ)$ iterations. We prove that no fixed choice of step size and friction, based only on the curvature bounds and the dimension, achieves this acceleration: total variation mixing time lower bounds for OBABO show that ballistic cold-start mixing fails uniformly over the smooth strongly convex class, and the lower bounds extend, with the same orders, to BAOAB and the other four Strang splittings. The proof transfers non-acceleration from optimization to sampling. Eliminating velocity gives an exact noisy heavy-ball recursion, and by the non-acceleration theorem of Goujaud, Taylor and Dieuleveut, for every tuning either some Gaussian target has a mode with relaxation time at least of order $κ$, or an attracting cycle exists on a smooth potential; dilating such a potential as $U_R(x)=R^2U(x/R)$ preserves its curvature bounds and produces metastability for a number of steps exponential in $R^2$, from an initial state at Wasserstein distance $O(R)$ from equilibrium. Using contraction estimates of Leimkuhler, Paulin and Whalley and a Wasserstein-to-total-variation regularization estimate, we prove a complementary upper bound of $O(κ)$ steps, up to logarithmic factors, for a fixed-parameter OBABO tuning. Hence, among fixed-parameter OBABO tunings, the optimal condition-number dependence of cold-start total variation mixing over this class is linear, up to logarithmic factors. A direct Gaussian calculation also rules out fixed-parameter acceleration for the left-endpoint exponential integrator.

Improved Analysis for Hessian-free High-resolution Monte Carlo Sampling

Hessian-free high-resolution (HFHR) dynamics augments underdamped Langevin dynamics (ULD) with reversible position diffusion for sampling problems that arise in machine learning. We establish an explicit quantitative contraction rate for HFHR dynamics under a position Poincaré inequality, weighted Hessian and Laplacian bounds, and a compact Sobolev embedding, where the potential function is not necessarily convex. An adapted time-augmented Poincaré inequality yields an explicit rate that improves upon the contraction rate of the underdamped Langevin dynamics. We also give a weak-solution construction and a self-contained spectral proof of the divergence lemma underlying the argument. For HFHR Monte Carlo (HFHRMC) algorithm, which is based on a discretization scheme of HFHR dynamics, we use a path-space Girsanov argument to obtain a non-asymptotic convergence bound and an explicit iteration complexity in total variation distance. The bounds hold for every $α\geq0$ and $γ>0$ and remain regular at the ULD endpoint. Optimizing the iteration complexity bound yields a positive, accuracy-dependent position-diffusion parameter at finite accuracy, while its leading high-accuracy order coincides with that of the optimized ULD endpoint. Our iteration complexity bound improves upon the existing work on HFHR algorithms. Numerical experiments including Bayesian learning problems on real data are provided to illustrate the effect of positive $α$ and its benefit.

Particle-based Generalised Stochastic Optimisation

We develop a class of diffusion-based stochastic particle optimisation methods for loss functions with intractable gradients. Specifically, we consider problems in which the loss gradient is an integral with respect to a parameter-dependent distribution, a structure that includes training generative models, fine-tuning, and learning latent-variable models. We introduce mean-field dynamics and its interacting-particle approximations, which contain several existing algorithms as special cases and provides a route to constructing new methods. Under well-posedness and joint contractivity assumptions, we prove exponential convergence and show that the continuous-time particle system admits a non-asymptotic error bound. We illustrate it by developing momentum and higher-order Langevin variants and evaluating them on maximum marginal-likelihood estimation and energy-based-model training.

RELTA-SGLD: Relative-Growth Localized Taming for Nonconvex Stochastic-Gradient Langevin Learning

We introduce RELTA-SGLD, a taming scheme that stabilizes superlinear stochastic-gradient updates while reducing unnecessary suppression of the original learning drift. A threshold determines where the taming turns on, while a relative-growth principle derived from the one-step Lyapunov stability condition determines the required taming strength. Together, they produce a lighter $λ$-scale denominator and preserve a nonvanishing far-tail return. As a consequence, we prove polynomial moment stability and first-order stationary accuracy in both $W_1$ and $W_2$ for nonconvex SGLD with superlinearly growing stochastic-gradient oracles, improving the corresponding half-order and quarter-order bounds for comparable stochastic-gradient tamed schemes. On Fashion-MNIST under active stabilization pressure, RELTA improves the mean learning metrics over both untamed SGLD and TUSLA and remains competitive with a tuned AdamW reference. In an ordinary-training regime, its lighter localized denominator reduces unnecessary perturbation of the original update and maintains nearly untamed learning dynamics.

Delocalization of bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin

Unadjusted samplers such as unadjusted Hamiltonian Monte Carlo and underdamped Langevin are well-known to be biased. Metropolis--Hastings adjustment has been conventionally incorporated into Hamiltonian Monte Carlo to eliminate the bias. However, this adjustment can significantly increase the iteration complexity due to the small step size required for reasonable Metropolis acceptance rates. In this work, we extend the \emph{delocalization of bias} phenomenon, previously established for the overdamped Langevin algorithm, to these two unadjusted algorithms. We show that to control the $W_2$ bias of any $K$-dimensional marginal of a high-dimensional distribution, $O(\sqrt{K})$ integration steps suffice up to $\log d$ terms, assuming either weak or sparse interactions among variables. The discrete-time integrators here introduce technical difficulties beyond those of the overdamped setting, which we address through a broadly applicable matrix-polynomial framework that characterizes their propagators. Our result for the underdamped Langevin algorithm is valid for all large friction parameters, implying that the Leimkuhler-Matthews integrator for the overdamped Langevin dynamics also exhibits delocalization of bias.

Deterministic Denominator Design for Localized Tamed Stochastic-Gradient Langevin Dynamics

Tamed stochastic-gradient Langevin dynamics (SGLD) stabilizes large drifts by adding a denominator to the update. If this denominator uses the same stochastic-gradient sample as the update step, it can also change the conditional mean drift. We study deterministic denominators: the state-dependent envelope is fixed before the current oracle sample is drawn. The main question is how to design this envelope in practice. The design starts from an oracle score, builds a low-cost proxy score on pilot states, chooses activation thresholds by empirical quantiles, and then applies a small calibration layer. The analysis tracks three steps: proxy and threshold errors become envelope errors; envelope errors perturb one SGLD step; and the local residuals give stationary errors through a conditional perturbation bridge. Experiments show that the proxy-quantile denominators are close to oracle-score behavior, avoid the random-denominator mean-shift channel, and improve simple deterministic taming choices.

Speculative Sampling For Faster Molecular Dynamics

Molecular dynamics (MD) is a key tool for simulating the dynamical behavior of atomic systems. However, MD is inherently serial, which makes it difficult to increase single-system throughput with concurrent compute. To address this, we introduce Langevin Speculative Dynamics (LSD), a distributed and model-agnostic speculative sampler for accelerating MD without adding relative error. Inspired by speculative methods in language and diffusion modeling, LSD uses a draft model to propose fast simulation steps and verifies them in parallel with a slower target model, applying a transport map from the draft to the target distribution. We extend speculative sampling to second-order Langevin dynamics, derive the achievable speedup as a function of physical parameters, show that LSD generalizes across different systems and draft-target combinations with a 3-9x speedup, and confirm theoretically and empirically that LSD samples trajectories from its target model distribution.

Why SGD is not Brownian Motion: A New Perspective on Stochastic Dynamics

Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not match the discrete SGD update at finite learning rate. In this work, we propose an alternative formulation of SGD as deterministic dynamics in a fluctuating loss landscape induced by minibatch sampling. Starting directly from the discrete update, we derive a master equation for the parameter distribution and obtain a discrete Fokker--Planck equation that differs from the standard Langevin form at order eta^2. Using this framework, we analyze SGD dynamics near critical points of the loss. We show that the behavior decomposes along the eigenbasis of the mean Hessian into qualitatively distinct regimes. In particular, nearly-flat directions do not admit a stationary distribution: the variance grows over time, corresponding to effective diffusion along valleys with a coefficient proportional to the learning rate. We provide empirical evidence supporting these predictions on neural network models in computer vision and natural language processing, observing a clear qualitative separation between confined and diffusive modes.

Conditional Score-Based Modeling of Effective Langevin Dynamics

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time trajectory increments, state-space partitioning, or repeated simulation of candidate models, which become unreliable or computationally expensive for high-dimensional systems, coarse temporal sampling, or unevenly sampled data. We introduce a data-driven calibration method based on a novel relationship between the coefficients of a stochastic reduced model and the conditional score of the finite-time transition density, defined as the gradient of the logarithm of the transition density with respect to the initial state. The resulting identity expresses derivatives of lagged correlation functions as stationary expectations over observed lagged pairs involving this conditional score and the unknown model coefficients. This formulation allows the drift and diffusion structure to be constrained directly from finite-lag statistics, without differentiating trajectories, partitioning state space, or repeatedly integrating candidate reduced models during calibration, yielding a least-squares fitting problem over stationary lagged pairs. We validate the approach on analytically tractable and data-driven nonequilibrium diffusions, demonstrating that the inferred models preserve the invariant statistics while accurately reproducing finite-lag dynamical correlations. The framework provides a scalable route for learning stochastic reduced-order models from data that reproduce prescribed statistical and dynamical properties.