AI & ML
Persistence Pays: Square-root condition-number dependence for Metropolis-adjusted kinetic Langevin Monte Carlo with a non-reversibly updated accept/reject uniform
arXiv stat.CO0 views
arXiv:2610.35781v1 Announce Type: cross Abstract: We prove accelerated mixing for a Metropolis-adjusted kinetic Langevin sampler: the OBABO splitting with friction $2\sqrt m$, adjusted with Neal's non-reversibly updated uniform, which is redrawn after every epoch of $E$ steps. For targets $e^{-U}$ on $\mathbb{R}^d$ with $mI\preceq\nabla^2U\preceq LI$ and an $L_H$-Lipschitz Hessian, started from a Gaussian at an approximate minimizer, the chain reaches total variation accuracy $\varepsilon$ after $\tilde O\big(\sqrt{\kappa d}+\sqrt{L_H}(d/m)^{3/4}\big)$ gradient evaluations, where $\kappa=L/m$ and $\tilde O$ hides logarithmic factors. The $\sqrt\kappa$ term is necessary, already on Gaussian targets. The proof discretizes Lu's entropic hypocoercivity by means of an entropy inequality for free transport, so that the relative entropy of the unadjusted chain decays at a rate of order $\sqrt m$ up to a discretization bias. With the non-reversibly updated uniform, the leading energy errors of velocity Verlet telescope along a path. A coupling argument combines the two. On Bayesian logistic regression posteriors for two standard data sets, which satisfy these assumptions, the gradient cost of the chain with the non-reversibly updated uniform grows roughly like the square root of the condition number at the posterior mode, and that of standard adjusted OBABO roughly like its $3/4$ power.
Source:https://arxiv.org/abs/2610.35781PreviousReliability Assessment of FRP-RC Columns Using AK-MCS with a Piecewise Two-Branch ApproachNextA new gradient-free active subspace estimation method with application to rare event probability estimation
Related posts

10 Open-Source Robotics Repositories for 3D Perception, VLA Policies, and Sensor Calibration
0dev.to
My self-modifying system tried to wire a gate-passing module into its own protection enforcer. It was refused three times.
0dev.to
Last night an AI agent performed brain surgery on a mouse
0Hacker News
The Card-Update Page Gets One Visit. Design for That Visit.
0dev.to UX
SaaS Partner Scout: A Script for Identifying GitHub SaaS Project Contributors
0dev.to GitHub
WARN Act and Retaliation — Can Your Employer Punish You for Asking About a Layoff Notice?
0dev.to Data