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A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry

Abstract

We study the mixing time of Metropolis-Adjusted Langevin algorithm (MALA) for sampling a target density on Rd\mathbb{R}^d. We assume that the target density satisfies ψμ\psi_\mu-isoperimetry and that the operator norm and trace of its Hessian are bounded by LL and Υ\Upsilon respectively. Our main result establishes that, from a warm start, to achieve ϵ\epsilon-total variation distance to the target density, MALA mixes in O((LΥ)12ψμ2log(1ϵ))O\left(\frac{(L\Upsilon)^{\frac12}}{\psi_\mu^2} \log\left(\frac{1}{\epsilon}\right)\right) iterations. Notably, this result holds beyond the log-concave sampling setting and the mixing time depends on only Υ\Upsilon rather than its upper bound LdL d. In the mm-strongly logconcave and LL-log-smooth sampling setting, our bound recovers the previous minimax mixing bound of MALA~\cite{wu2021minimax}.

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