The paper is available at arxiv.org/abs/2508.16485.

This repository is based on the Diffrax package by Patrick Kidger, which is available at github.com/patrick-kidger/diffrax. The documentation for Diffrax can be found at docs.kidger.site/diffrax.

For results regarding the strong order of convergence of QUICSORT compared to some other solvers, see notebooks/langevin_order.ipynb.

The main entry point for the Bayesian Logistic Regression example is in mcmc/progressive_run.py. Pregenerated plots can be found in mcmc/progressive_results/good_plots/. For an experiment showing the strong order of convergence on the Bayesian Logistic Regression model, see notebooks/logreg_order.ipynb.

To use the code, clone this repository and install the requirements:

git clone https://github.com/your-username-here/ThirdOrderLMC.git
cd ThirdOrderLMC/
pip install -e .