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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.

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Background

The authors note that removing the (β,M)-gradient upper bound by establishing concentration of the local norm would strengthen the theoretical guarantees for MAPLA, paralleling recent advances for MALA in Euclidean settings.

If such concentration results can be shown under (μ,M)-curvature lower bounds and (λ,M)-curvature upper bounds, MAPLA’s mixing-time theory could be substantially generalized and simplified, providing sharper bounds and wider applicability.

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