The Poisson Midpoint Method for Langevin Dynamics: Provably Efficient Discretization for Diffusion Models
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest and most studied algorithm. LMC can suffer from slow convergen…