Rapid convergence of tempering chains to multimodal Gibbs measures
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866913007918907392 |
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| author | Son, Seungjae |
| author_facet | Son, Seungjae |
| contents | We study the spectral gaps of parallel and simulated tempering chains targeting multimodal Gibbs measures. In particular, we consider chains constructed from Metropolis random walks that preserve the Gibbs distributions at a sequence of harmonically spaced temperatures. We prove that their spectral gaps admit polynomial lower bounds of order $11$ and $12$ in terms of the low target temperature. The analysis applies to a broad class of potentials, beyond mixture models, without requiring explicit structural information on the energy landscape. The main idea is to decompose the state space and construct a Lyapunov function based on a suitably perturbed potential, which allows us to establish lower bounds on the local spectral gaps. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_04823 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Rapid convergence of tempering chains to multimodal Gibbs measures Son, Seungjae Probability Statistics Theory 60J22, 65C05, 65C40, 60J05, 60K35 We study the spectral gaps of parallel and simulated tempering chains targeting multimodal Gibbs measures. In particular, we consider chains constructed from Metropolis random walks that preserve the Gibbs distributions at a sequence of harmonically spaced temperatures. We prove that their spectral gaps admit polynomial lower bounds of order $11$ and $12$ in terms of the low target temperature. The analysis applies to a broad class of potentials, beyond mixture models, without requiring explicit structural information on the energy landscape. The main idea is to decompose the state space and construct a Lyapunov function based on a suitably perturbed potential, which allows us to establish lower bounds on the local spectral gaps. |
| title | Rapid convergence of tempering chains to multimodal Gibbs measures |
| topic | Probability Statistics Theory 60J22, 65C05, 65C40, 60J05, 60K35 |
| url | https://arxiv.org/abs/2604.04823 |