{"id":"https://openalex.org/W7163637131","doi":"https://doi.org/10.48550/arxiv.2606.05324","title":"Optimizing Irreversible Perturbations of the Unadjusted Langevin Algorithm","display_name":"Optimizing Irreversible Perturbations of the Unadjusted Langevin Algorithm","publication_year":2026,"publication_date":"2026-06-03","ids":{"openalex":"https://openalex.org/W7163637131","doi":"https://doi.org/10.48550/arxiv.2606.05324"},"language":null,"primary_location":{"id":"doi:10.48550/arxiv.2606.05324","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2606.05324","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2606.05324","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111335090","display_name":"Qianyu Julie Zhu","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zhu, Qianyu Julie","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5137962512","display_name":"Youssef Marzouk","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Marzouk, Youssef","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5137965944","display_name":"Konstantinos Spiliopoulos","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Spiliopoulos, Konstantinos","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5137960944","display_name":"Benjamin Zhang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zhang, Benjamin","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.7013999819755554,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.7013999819755554,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.04450000077486038,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.037300001829862595,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.7721999883651733},{"id":"https://openalex.org/keywords/langevin-dynamics","display_name":"Langevin dynamics","score":0.6764000058174133},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5547999739646912},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.454800009727478},{"id":"https://openalex.org/keywords/acceleration","display_name":"Acceleration","score":0.43950000405311584},{"id":"https://openalex.org/keywords/mixing","display_name":"Mixing (physics)","score":0.41620001196861267},{"id":"https://openalex.org/keywords/undersampling","display_name":"Undersampling","score":0.4083999991416931},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.37720000743865967},{"id":"https://openalex.org/keywords/detailed-balance","display_name":"Detailed balance","score":0.36800000071525574}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.7721999883651733},{"id":"https://openalex.org/C2780004032","wikidata":"https://www.wikidata.org/wiki/Q6485978","display_name":"Langevin dynamics","level":2,"score":0.6764000058174133},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5547999739646912},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5414000153541565},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.454800009727478},{"id":"https://openalex.org/C117896860","wikidata":"https://www.wikidata.org/wiki/Q11376","display_name":"Acceleration","level":2,"score":0.43950000405311584},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.42730000615119934},{"id":"https://openalex.org/C138777275","wikidata":"https://www.wikidata.org/wiki/Q6884054","display_name":"Mixing (physics)","level":2,"score":0.41620001196861267},{"id":"https://openalex.org/C136536468","wikidata":"https://www.wikidata.org/wiki/Q1225894","display_name":"Undersampling","level":2,"score":0.4083999991416931},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.37720000743865967},{"id":"https://openalex.org/C135694725","wikidata":"https://www.wikidata.org/wiki/Q1201087","display_name":"Detailed balance","level":2,"score":0.36800000071525574},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.3659000098705292},{"id":"https://openalex.org/C190470478","wikidata":"https://www.wikidata.org/wiki/Q2370229","display_name":"Invariant (physics)","level":2,"score":0.36309999227523804},{"id":"https://openalex.org/C186394612","wikidata":"https://www.wikidata.org/wiki/Q7098942","display_name":"Optimal design","level":2,"score":0.3508000075817108},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.33889999985694885},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.33390000462532043},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.3190000057220459},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.31049999594688416},{"id":"https://openalex.org/C126148662","wikidata":"https://www.wikidata.org/wiki/Q3890355","display_name":"Discretization error","level":3,"score":0.3043999969959259},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2987000048160553},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.288100004196167},{"id":"https://openalex.org/C130603088","wikidata":"https://www.wikidata.org/wiki/Q4976526","display_name":"Brownian dynamics","level":3,"score":0.2700999975204468},{"id":"https://openalex.org/C87698059","wikidata":"https://www.wikidata.org/wiki/Q1808960","display_name":"LTI system theory","level":3,"score":0.2671999931335449},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.2599000036716461},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.2574999928474426},{"id":"https://openalex.org/C2778114796","wikidata":"https://www.wikidata.org/wiki/Q7575194","display_name":"Spectral gap","level":2,"score":0.2547000050544739},{"id":"https://openalex.org/C27753989","wikidata":"https://www.wikidata.org/wiki/Q284885","display_name":"Superposition principle","level":2,"score":0.2531000077724457},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.25049999356269836},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.2500999867916107}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2606.05324","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2606.05324","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2606.05324","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2606.05324","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Irreversible":[0],"perturbations":[1,21,88],"accelerate":[2],"the":[3,13,26,37,43,90,111,121,141],"convergence":[4,155],"of":[5,18,39,45,55,74,89,140,169],"Langevin":[6,56,92],"dynamics,":[7],"breaking":[8],"detailed":[9],"balance":[10],"while":[11],"preserving":[12],"invariant":[14],"measure.":[15],"The":[16],"design":[17,44,152],"optimal":[19,46,142],"irreversible":[20,65,87,144,170],"has":[22],"been":[23,50],"studied":[24],"in":[25],"continuous-time":[27],"Gaussian":[28],"setting,":[29],"but":[30],"extensions":[31],"to":[32,166],"non-Gaussian":[33],"target":[34],"distributions,":[35],"and":[36,76,107,120,159],"impact":[38],"time":[40],"discretization":[41,108],"on":[42],"perturbations,":[47],"have":[48],"not":[49],"well":[51],"understood.":[52],"Numerical":[53],"discretizations":[54],"dynamics":[57],"introduce":[58],"bias,":[59,109,158],"which":[60],"is":[61,113,123],"typically":[62],"exacerbated":[63],"by":[64,115],"perturbations;":[66],"handling":[67],"this":[68,133],"interaction":[69],"demands":[70],"a":[71,81,97,116,126],"joint":[72],"treatment":[73],"acceleration":[75],"accuracy.":[77],"This":[78],"paper":[79],"develops":[80],"systematic":[82],"framework":[83],"for":[84,104],"optimizing":[85],"position-independent":[86,143],"unadjusted":[91],"algorithm":[93],"(ULA).":[94],"We":[95],"formulate":[96],"constrained":[98],"optimization":[99],"problem":[100],"that":[101,150],"simultaneously":[102],"accounts":[103],"mixing":[105],"efficiency":[106],"where":[110],"former":[112],"characterized":[114],"spectral":[117],"gap":[118],"analogue":[119],"latter":[122],"quantified":[124],"via":[125],"weighted":[127],"expected":[128],"squared":[129,162],"jump":[130],"distance.":[131],"Within":[132],"framework,":[134],"we":[135],"derive":[136],"an":[137],"explicit":[138],"characterization":[139],"perturbation.":[145,171],"Extensive":[146],"numerical":[147],"experiments":[148],"demonstrate":[149],"our":[151],"yields":[153],"faster":[154],"with":[156],"controlled":[157],"improves":[160],"mean":[161],"estimation":[163],"errors":[164],"compared":[165],"other":[167],"choices":[168]},"counts_by_year":[],"updated_date":"2026-07-28T07:46:37.118299","created_date":"2026-06-06T00:00:00"}