Establish an acceleration phenomenon for sampling analogous to Nesterov’s acceleration in optimization
Determine whether there exists a sampling algorithm for strongly log-concave target distributions that achieves an accelerated convergence rate analogous to Nesterov’s accelerated gradient descent (e.g., a dependence on the condition number comparable to O(√κ)), and rigorously prove such an accelerated mixing phenomenon or provide a matching impossibility result.
References
This remarkable result, which saves a factor of $\sqrt\kappa$ over the basic rate for gradient descent, has been dubbed the acceleration phenomenon, and it remains an intriguing open question to establish such a phenomenon for sampling.
The results suggest the following informal conjecture. Fix a consistent explicit, possibly randomized, discretization of eq:KLD whose number of pointwise evaluations of U and \nabla U per step is bounded independently of \kappa, and let \mathfrak t be any fixed-parameter tuning rule for this discretization.
eq:KLD:
Whether such internal randomization permits a ballistic mixing bound, uniform over the class eq:classUkappa, from arbitrary point-mass initial states remains open.
eq:classUkappa:
$_\kappa^d =\left\{U\in C^\infty(^d):\ Id_d\preceq\nabla^2U(x)\preceq\kappaId_d \text{ for every }x\right\}. $
The result also leaves open warm-start acceleration, target-dependent parameters, time-dependent splittings, and analyses that compare a discretization to the accelerated exact semigroup without demanding global pointwise contractivity.
Gradient-adjusted underdamped Langevin dynamics \citep{ZuoOsherLi2025}, building on the Hessian-free high-resolution dynamics of Li, Zha and Tao \citep{LiZhaTao2022}, augments the kinetic Langevin drift with additional gradient terms and achieves total variation mixing on the ballistic scale \sqrt\kappa on Gaussian targets; extending the proved acceleration beyond the Gaussian case remains open.