A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry
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Abstract (arXiv)
We study the mixing time of Metropolis-Adjusted Langevin algorithm (MALA) for sampling a target density on ℝd. We assume that the target density satisfies psiμ-isoperimetry and that the operator norm and trace of its Hessian are bounded by L and Upsilon respectively. Our main result establishes that, from a warm start, to achieve ε-total variation distance to the target density, MALA mixes in Oleft(frac(LUpsilon)frac12psiμ2 logleft(frac1εright)right) iterations. Notably, this result holds beyond the log-concave sampling setting and the mixing time depends on only Upsilon rather than its upper bound L d. In the m-strongly logconcave and L-log-smooth sampling setting, our bound recovers the previous minimax mixing bound of MALA~citewu2021minimax.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 5 of its 14 references that are in the map. First posted on arXiv 8 Apr 2023.
Builds on
5 of 14 references.
References · 5
- 2019Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Sufficescited by 224
- 2018Log-concave sampling: Metropolis-Hastings algorithms are fastcited by 117
- 2021Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Samplingcited by 44
- 2023Faster high-accuracy log-concave sampling via algorithmic warm startscited by 44
- 2021When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpointcited by 12
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Citing papers per year: 2023: 1; 2024: 3; 2025: 2; 2026: 1.
7 papers.
- 2024Zeroth-Order Sampling Methods for Non-Log-Concave Distributions: Alleviating Metastability by Denoising Diffusioncited by 19
- 2025Mixing Time of the Proximal Sampler in Relative Fisher Information via Strong Data Processing Inequalitycited by 11
- 2024A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplerscited by 5
- 2024Convergence of Unadjusted Langevin in High Dimensions: Delocalization of Biascited by 4
- 2025Fast Score-Based Sampling via Log-Concave Reductionscited by 4
- 2026A Mathematical Introduction to Diffusion Modelscited by 1
- 2023Learning variational autoencoders via MCMC speed measurescited by 0
- 2026A Mathematical Introduction to Diffusion Models2 Jul 2026
- 2025Fast Score-Based Sampling via Log-Concave Reductions30 Dec 2025
- 2025Mixing Time of the Proximal Sampler in Relative Fisher Information via Strong Data Processing Inequality8 Feb 2025
- 2024Convergence of Unadjusted Langevin in High Dimensions: Delocalization of Bias20 Aug 2024
- 2024A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplers27 May 2024
- 2024Zeroth-Order Sampling Methods for Non-Log-Concave Distributions: Alleviating Metastability by Denoising Diffusion27 Feb 2024
- 2023Learning variational autoencoders via MCMC speed measures26 Aug 2023