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.
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