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Rapid convergence of Langevin AIS for multimodal distributions on $\mathbb{R}^d$

Son, Seungjae
arXiv (All) · Papers
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65c05probability
We study annealed importance sampling (AIS) driven by the overdamped Langevin diffusion, targeting a multimodal Gibbs measure $π_\varepsilon \propto e^{-U/\varepsilon}$ on $\mathbb{R}^d$ at low temperature $\varepsilon$. For a potential $U$ with nondegenerate critical points, finitely many wells of
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