Convergence of Langevin AIS for multimodal distributions
Fuente:
arXiv
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914488863686656 |
|---|---|
| author | Agarwal, Akshat Iyer, Gautam Jameson, Aidan Son, Seungjae Wimmer, Wyatt |
| author_facet | Agarwal, Akshat Iyer, Gautam Jameson, Aidan Son, Seungjae Wimmer, Wyatt |
| contents | We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main result shows that for a fixed error threshold, the time complexity is quadratic in the inverse temperature. We identify a simple and useful quantity that controls the sampling error for AIS in a general setting, and then bound this quantity in our setting using spectral estimates. We also study an autonormalized version and obtain bounds for the time complexity in terms of the inverse temperature. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_17526 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Convergence of Langevin AIS for multimodal distributions Agarwal, Akshat Iyer, Gautam Jameson, Aidan Son, Seungjae Wimmer, Wyatt Probability Statistics Theory 60J22, 65C05, 65C40 We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main result shows that for a fixed error threshold, the time complexity is quadratic in the inverse temperature. We identify a simple and useful quantity that controls the sampling error for AIS in a general setting, and then bound this quantity in our setting using spectral estimates. We also study an autonormalized version and obtain bounds for the time complexity in terms of the inverse temperature. |
| title | Convergence of Langevin AIS for multimodal distributions |
| topic | Probability Statistics Theory 60J22, 65C05, 65C40 |
| url | https://arxiv.org/abs/2604.17526 |