Concentration of the local norm to remove the gradient upper bound assumption
Prove concentration for the local norm x ↦ ||∇f(x)||_{M(x)^{-1}} under curvature lower and upper bounds ((μ,M) and (λ,M)) to eliminate the need for a global gradient upper bound in MAPLA’s mixing-time analysis, analogous to results established for MALA when M is the identity.
References
Several open questions remain. Another course to eliminating the gradient upper bound is showing that the above local norm quantity concentrates when f and \metric{} satisfy certain properties such as the (\mu, \metric{}) and (\lambda, \metric{})-curvature lower and upper bounds, as done in more recent analyses \citep{lee2020logsmooth} in the case where \metric{} = I_{d \times d} i.e., \textsf{MALA}.
— High-accuracy sampling from constrained spaces with the Metropolis-adjusted Preconditioned Langevin Algorithm
(2412.18701 - Srinivasan et al., 24 Dec 2024) in Section 7 (Conclusion), final paragraph