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Vanishing bias of PLA as a standalone projected algorithm

Ascertain whether the Preconditioned Langevin Algorithm, when used as a standalone method with a projection to ensure feasibility on constrained convex domains, has vanishing bias as the step size h → 0 under suitable conditions on the metric M.

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Background

The authors note that PLA, as an unadjusted discretization, is likely biased and has not been analyzed in this work as a standalone algorithm with projection. Determining whether the bias vanishes as h → 0 under metric assumptions would clarify its theoretical viability for constrained sampling without a Metropolis correction.

A positive result would suggest a simpler alternative to MAPLA in some settings, while a negative result would delineate the necessity of Metropolis adjustment for accuracy.

References

Several open questions remain. While (\ref{eq:PLA}) serves as a useful proposal Markov chain, its efficacy as a standalone algorithm (with a projection to ensure feasibility) is not investigated in this work. As noted earlier, (\ref{eq:PLA}) is likely to be biased, but whether this bias is vanishing (i.e., when the bias \to 0 as h \to 0) under certain conditions on the metric \metric{} would be interesting to check.

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