pith:LHGLWCVN
Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
Exponential-integrator discretization of preconditioned annealed Langevin dynamics yields dimension-uniform KL bounds for Gaussian mixtures under spectral summability conditions.
arxiv:2605.16473 v1 · 2026-05-15 · stat.ML · cs.LG · cs.NA · math.NA · math.PR
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\pithnumber{LHGLWCVN3S4Q4UMW4JRJSF735E}
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Claims
Under explicit spectral summability conditions coupling the smoothing covariance, the component covariance spectra, and the preconditioner, we prove a dimension-uniform Kullback-Leibler (KL) bound for this scheme. This bound can be made arbitrarily small, uniformly in dimension, by allowing enough time for annealing and then refining the time mesh accordingly. Importantly, these conditions allow regimes in which the KL divergence between the target and the initial smoothed law diverges with dimension.
The target is a finite Gaussian mixture whose component covariance spectra satisfy the stated summability conditions together with the chosen smoothing covariance and preconditioner (abstract, paragraph on exponential-integrator scheme).
Proves dimension-uniform KL bounds for exponential-integrator discretization of preconditioned ALD on Gaussian mixtures under spectral summability, showing EM stability restrictions are scheme-dependent rather than intrinsic.
References
Receipt and verification
| First computed | 2026-05-20T00:02:23.774846Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
59ccbb0aaddcb90e5196e2629917fbe937dcc2fcdd1a1f2798045e318c06b1ca
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/LHGLWCVN3S4Q4UMW4JRJSF735E \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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