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ConceptNALD / Non-reversible Anchored Langevin Dynamics

Irreversible Underdamped Langevin Dynamics

A sampling algorithm for non-smooth, heavy-tailed target distributions in Euclidean space. It breaks reversibility by introducing a circulatory drift term (a divergence-free skew-symmetric matrix field), accelerating convergence without requiring computation of the gradient of the target density.

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