pith:OP6HBND7
Speeding Up Nonsmooth Bayesian MCMC Sampling via Inexact Proximal Unadjusted Langevin Algorithm
An inexact proximal unadjusted Langevin algorithm samples from nonsmooth composite posteriors by using controlled approximations in place of exact proximal operators.
arxiv:2605.17306 v1 · 2026-05-17 · math.OC
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Claims
We establish non-asymptotic convergence guarantees for iPULA, explicitly characterizing the impact of inexactness on the sampling error and showing that the inexactness preserves convergence rates up to a quantifiable bias.
The analysis assumes that the inexact proximal computations can be performed with sufficient accuracy control so that the bias remains quantifiable and does not destroy the convergence rate; this enters when the Moreau envelope smoothing is combined with the inexact gradient evaluations.
iPULA replaces exact proximal steps with inexact approximations in unadjusted Langevin sampling and proves non-asymptotic convergence that holds up to a quantifiable bias from the inexactness.
References
Formal links
Receipt and verification
| First computed | 2026-05-20T00:03:51.315550Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
73fc70b47f33743fa7224425538d2c3723143591e00803f7ad0d891e292b1243
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/OP6HBND7GN2D7JZCIQSVHDJMG4 \
| 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())"
# expect: 73fc70b47f33743fa7224425538d2c3723143591e00803f7ad0d891e292b1243
Canonical record JSON
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"primary_cat": "math.OC",
"submitted_at": "2026-05-17T07:48:28Z",
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