Scheme Of The Monte Carlo Algorithm With Simulated Annealing. See Text Fig1 225304845

This study takes a first step toward providing a non-asymptotic analysis of annealed MCMC. We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. Scheme Of The Monte Carlo Algorithm With Simulated Annealing. See Text Fig1 225304845 We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. To enhance the performance of simple Markov chain Monte Carlo (MCMC) methods, techniques of annealing type have been widely used. However, quantitative theoretical guarantees of these techniques are under-explored. This study takes a first step toward providing a non... Specifically, we establish, for the first time, an oracle complexity of $widetilde{O}left(frac{dβ^2{cal A}^2}{varepsilon^6}right)$ for the simple annealed Langevin Monte Carlo algorithm to achieve $varepsilon^2$ accuracy in Kullback-Leibler divergence to the target distribution $πpropto{rm e}^{-V}$ on $mathbb{R}^d$ with $β$-smooth potential $V$. Modeling of the Public Opinion Polarization Process with the However, quantitative theoretical guarantees of these techniques are under-explored. Spotlight Continual Repeated Annealed Flow Transport Monte Carlo Alexander Matthews · Michael Arbel · Danilo J. Rezende · Arnaud Doucet [ Abstract ] [ Visit PM: Monte Carlo and Sampling Methods ] [ Slides] [ Paper PDF