Polynomial Mixing Times of Simulated Tempering for Mixture Targets by Conductance Decomposition
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Abstract (arXiv)
We study the theoretical complexity of simulated tempering for sampling from mixtures of log-concave components differing only by location shifts. The main result establishes the first polynomial-time guarantee for simulated tempering combined with the Metropolis-adjusted Langevin algorithm (MALA) with respect to the problem dimension d, maximum mode displacement D, and logarithmic accuracy log ε-1. The proof builds on a general state decomposition theorem for s-conductance, applied to an auxiliary Markov chain constructed on an augmented space. We also obtain an improved complexity estimate for simulated tempering combined with random-walk Metropolis. Our bounds assume an inverse-temperature ladder with smallest value β1 = O(D-2) and spacing βi+1/βi = 1 + O( d-1/2 ), both of which are shown to be asymptotically optimal up to logarithmic factors.
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References · 10
- 2016High-dimensional Bayesian inference via the Unadjusted Langevin Algorithmcited by 144
- 2018Log-concave sampling: Metropolis-Hastings algorithms are fastcited by 117
- 2022Improved analysis for a proximal algorithm for samplingcited by 72
- 2020Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithmcited by 57
- 2021Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Samplingcited by 44
- 2017Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlocited by 33
- 2018Simulated Tempering Langevin Monte Carlo II: An Improved Proof using Soft Markov Chain Decompositioncited by 16
- 2023Improved Bound for Mixing Time of Parallel Temperingcited by 4
- 2024Convergence Bounds for Sequential Monte Carlo on Multimodal Distributions using Soft Decompositioncited by 4
- 2025Restricted Spectral Gap Decomposition for Simulated Tempering Targeting Mixture Distributionscited by 1
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