Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Higher Order Langevin Monte Carlo Algorithm   A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates
in total variation and in Wasserstein distance is presented. All these are
obtained in the context of sampling from a target distribution $\pi$ that has a
density $\hat{\pi}$ on $\mathbb{R}^d$ known up to a normalizing constant.
Moreover, $-\log \hat{\pi}$ is assumed to have a locally Lipschitz gradient and
its third derivative is locally H\"{o}lder continuous with exponent $\beta \in
(0,1]$. Non-asymptotic bounds are obtained for the convergence to stationarity
of the new sampling method with convergence rate $1+ \beta/2$ in Wasserstein
distance, while it is shown that the rate is 1 in total variation even in the
absence of convexity. Finally, in the case where $-\log \hat{\pi}$ is strongly
convex and its gradient is Lipschitz continuous, explicit constants are
provided.

19
The categories of this paper are: eess
0
The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
8
The categories of this paper are: hep-ex
18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg
20
The categories of this paper are: acc-phys
28
The categories of this paper are: alg-geom
5
The categories of this paper are: gr-qc
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph