Langevin Dynamics is a stochastic sampling algorithm that generates samples from a target probability distribution p(x) by simulating a continuous-time stochastic differential equation whose stationary distribution equals the target, using only the score function ∇_x log p(x) and injected Gaussian noise. In the discrete-time implementation (Langevin Monte Carlo), iterates follow: x_{t+1} = x_t + (ε/2)·∇_x log p(x_t) + √ε · z_t, where z_t ~ N(0,I) and ε is the step size.

Why Langevin Dynamics Matters in AI/ML: Langevin dynamics provides the fundamental sampling mechanism for score-based generative models, converting a learned score function into a practical sample generator through iterative gradient-guided denoising with stochastic perturbation.

• Score-driven sampling — The gradient ∇_x log p(x) pushes samples toward high-probability regions while the noise term √ε·z prevents collapse to the mode and ensures the samples eventually cover the full distribution rather than concentrating at a single point • Continuous-time SDE — The continuous formulation dx = (1/2)∇_x log p(x)dt + dW_t (overdamped Langevin equation) has p(x) as its unique stationary distribution; the discrete-time version converges as ε → 0 with corrections for finite step size • Annealed Langevin dynamics — For multi-modal distributions, standard Langevin dynamics mixes slowly between modes; annealing the noise level from large σ₁ to small σ_L uses the corresponding score estimates s_θ(x, σ_l) at each level, enabling mode-hopping at high noise and refinement at low noise • Predictor-corrector sampling — In score-based generative models, Langevin dynamics serves as the "corrector" step that refines samples within each noise level after a "predictor" step that transitions between noise levels, combining numerical ODE/SDE solutions with score-based refinement • Underdamped Langevin — Adding momentum variables (like HMC) creates underdamped Langevin dynamics: dv = -γv dt + ∇_x log p(x)dt + √(2γ)dW; this reduces to HMC in the undamped limit and provides faster mixing than overdamped Langevin

Langevin dynamics is the fundamental bridge between score function estimation and sample generation, providing the iterative, gradient-guided stochastic process that converts learned scores into samples from the target distribution, serving as the core sampling engine for all score-based and diffusion generative models.