We study the mixing time of Metropolis-Adjusted Langevin algorithm (MALA) for sampling a target density on $\mathbb{R}^d$. We assume that the target density satisfies $\psi_\mu$-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 $\epsilon$-total variation distance to the target density, MALA mixes in $O\left(\frac{(L\Upsilon)^{\frac12}}{\psi_\mu^2} \log\left(\frac{1}{\epsilon}\right)\right)$ 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~\cite{wu2021minimax}.
翻译:我们研究了Metropolis-Adjusted Langevin算法(MALA)在$\mathbb{R}^d$上采样目标密度的混合时间。假设目标密度满足$\psi_\mu$-等周条件,且其Hessian矩阵的算子范数和迹分别以$L$和$\Upsilon$为上界。我们的主要结果证明:从热启动出发,要达到与目标密度的$\epsilon$总变差距离,MALA在$O\left(\frac{(L\Upsilon)^{\frac12}}{\psi_\mu^2} \log\left(\frac{1}{\epsilon}\right)\right)$次迭代内混合。值得注意的是,该结果适用于对数凹采样设置之外的情形,且混合时间仅依赖于$\Upsilon$而非其上界$L d$。在$m$-强对数凹和$L$-对数光滑采样设置下,我们的界恢复出了MALA~\cite{wu2021minimax}的先前极小极大混合界。