# Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics

arXiv: https://arxiv.org/abs/2410.09697 · HTML: https://mlsanity.com/paper/2410.09697/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- Builds on 42 of its 86 references that are in the map.
- First posted on arXiv 13 Oct 2024.

## Builds on (most cited first, 30 of 42)

- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Hierarchical Text-Conditional Image Generation with CLIP Latents](https://mlsanity.com/paper/2204.06125/) (2022)
- [Photorealistic Text-to-Image Diffusion Models with Deep Language Understanding](https://mlsanity.com/paper/2205.11487/) (2022)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [Stochastic Interpolants: A Unifying Framework for Flows and Diffusions](https://mlsanity.com/paper/2303.08797/) (2023)
- [Your Classifier is Secretly an Energy Based Model and You Should Treat it Like One](https://mlsanity.com/paper/1912.03263/) (2019)
- [Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices](https://mlsanity.com/paper/1903.08568/) (2019)
- [Cyclical Stochastic Gradient MCMC for Bayesian Deep Learning](https://mlsanity.com/paper/1902.03932/) (2019)
- [Convergence for score-based generative modeling with polynomial complexity](https://mlsanity.com/paper/2206.06227/) (2022)
- [Stochastic Normalizing Flows](https://mlsanity.com/paper/2002.06707/) (2020)
- [Learning Non-Convergent Non-Persistent Short-Run MCMC Toward Energy-Based Model](https://mlsanity.com/paper/1904.09770/) (2019)
- [High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1605.01559/) (2016)
- [Analysis of Langevin Monte Carlo via convex optimization](https://mlsanity.com/paper/1802.09188/) (2018)
- [Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem](https://mlsanity.com/paper/1802.08089/) (2018)
- [Structured Logconcave Sampling with a Restricted Gaussian Oracle](https://mlsanity.com/paper/2010.03106/) (2020)
- [Classifier-Free Guidance is a Predictor-Corrector](https://mlsanity.com/paper/2408.09000/) (2024)
- [Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence](https://mlsanity.com/paper/2007.11612/) (2020)
- [Reverse Diffusion Monte Carlo](https://mlsanity.com/paper/2307.02037/) (2023)
- [Monte Carlo Variational Auto-Encoders](https://mlsanity.com/paper/2106.15921/) (2021)
- [Differentiable Annealed Importance Sampling and the Perils of Gradient Noise](https://mlsanity.com/paper/2107.10211/) (2021)
- [An invitation to sequential Monte Carlo samplers](https://mlsanity.com/paper/2007.11936/) (2020)
- [Stochastic Localization via Iterative Posterior Sampling](https://mlsanity.com/paper/2402.10758/) (2024)
- [Sampling in Unit Time with Kernel Fisher-Rao Flow](https://mlsanity.com/paper/2401.03892/) (2024)
- [A Contour Stochastic Gradient Langevin Dynamics Algorithm for Simulations of Multi-modal Distributions](https://mlsanity.com/paper/2010.09800/) (2020)
- [Langevin Diffusion Variational Inference](https://mlsanity.com/paper/2208.07743/) (2022)
- [Implicit Diffusion: Efficient Optimization through Stochastic Sampling](https://mlsanity.com/paper/2402.05468/) (2024)
- [Provable Benefit of Annealed Langevin Monte Carlo for Non-log-concave Sampling](https://mlsanity.com/paper/2407.16936/) (2024)
- [Zeroth-Order Sampling Methods for Non-Log-Concave Distributions: Alleviating Metastability by Denoising Diffusion](https://mlsanity.com/paper/2402.17886/) (2024)

## Built on by (most cited first, 10 of 10)

- [Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond](https://mlsanity.com/paper/2502.04575/) (2025)
- [Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows](https://mlsanity.com/paper/2506.05905/) (2025)
- [A note on the unique properties of the Kullback--Leibler divergence for sampling via gradient flows](https://mlsanity.com/paper/2507.04330/) (2025)
- [Diffusion Path Samplers via Sequential Monte Carlo](https://mlsanity.com/paper/2601.21951/) (2026)
- [Restricted Spectral Gap Decomposition for Simulated Tempering Targeting Mixture Distributions](https://mlsanity.com/paper/2505.15059/) (2025)
- [Properties and limitations of geometric tempering for gradient flow dynamics](https://mlsanity.com/paper/2604.20301/) (2026)
- [Time-Inhomogeneous Preconditioned Langevin Dynamics](https://mlsanity.com/paper/2605.06091/) (2026)
- [Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures](https://mlsanity.com/paper/2605.16473/) (2026)
- [Mode Coverage in Normalizing Flow Boltzmann Generators via Log-Ratio Variation](https://mlsanity.com/paper/2609.09473/) (2026)
- [R'enyi Tracking Bounds for Langevin Dynamics with Moving Targets](https://mlsanity.com/paper/2609.17577/) (2026)

## Abstract (arXiv)

Geometric tempering is a popular approach to sampling from challenging multi-modal probability distributions by instead sampling from a sequence of distributions which interpolate, using the geometric mean, between an easier proposal distribution and the target distribution. In this paper, we theoretically investigate the soundness of this approach when the sampling algorithm is Langevin dynamics, proving both upper and lower bounds. Our upper bounds are the first analysis in the literature under functional inequalities. They assert the convergence of tempered Langevin in continuous and discrete-time, and their minimization leads to closed-form optimal tempering schedules for some pairs of proposal and target distributions. Our lower bounds demonstrate a simple case where the geometric tempering takes exponential time, and further reveal that the geometric tempering can suffer from poor functional inequalities and slow convergence, even when the target distribution is well-conditioned. Overall, our results indicate that geometric tempering may not help, and can even be harmful for convergence.
