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:本文研究了Metropolis-Adjusted Langevin算法(MALA)在$\mathbb{R}^d$上采样目标密度的混合时间。我们假设目标密度满足$\psi_{\mu}$-等周性质,并且其Hessian的算子范数和迹bounded by $L$ and $\Upsilon$,分别。我们的主要结果是,从热启动开始,为了实现$\epsilon$-总变异距离到目标密度,MALA在$O\left(\frac{(L\Upsilon)^{\frac12}}{\psi_\mu^2} \log\left(\frac{1}{\epsilon}\right)\right)$次迭代中混合。值得注意的是,这个结果不仅适用于对数凹采样设置,而且混合时间仅依赖于$\Upsilon$,而不是其上界$Ld$。在$m$-强对数凹和$L$-对数平滑采样场景中,我们的界限恢复了MALA的先前的最小最大混合界限。