mlsanityData to 7 Oct 2026

A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry

arXiv 2304.04095 ↗First posted 8 Apr 2023stat.ML cs.CC cs.LGcited by 7

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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

  1. 2019Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Sufficescited by 224
  2. 2018Log-concave sampling: Metropolis-Hastings algorithms are fastcited by 117
  3. 2021Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Samplingcited by 44
  4. 2023Faster high-accuracy log-concave sampling via algorithmic warm startscited by 44
  5. 2021When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpointcited by 12

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2023: 1; 2024: 3; 2025: 2; 2026: 1.

7 papers.