Mixing-time guarantees for ManifoldMALA
Establish non-asymptotic mixing-time guarantees for the Metropolis-adjusted Weighted Langevin Algorithm (ManifoldMALA) in both unconstrained and constrained sampling settings, quantifying the dependence on dimension and problem parameters, and under appropriate regularity assumptions on the target potential and the Riemannian metric.
References
We begin by remarking that \textsf{ManifoldMALA} has no known mixing time guarantees for either the unconstrained or the constrained sampling problem.
Hence, most literature discussing sampling on manifolds do not consider the high-dimensional limit or optimise for well-behaved dimensional scaling, and it is fair to say that dimensionally independent sampling on arbitrary manifolds is an unsolved problem.