Improving the evaluation of samplers on multi-modal targets

Addressing multi-modality constitutes one of the major challenges of sampling. In this reflection paper, we advocate for a more systematic evaluation of samplers towards two sources of difficulty that are mode separation and dimension. For this, we propose a synthetic experimental setting that we illustrate on a selection of samplers, focusing on the challenging criterion of recovery of the mode relative importance. These evaluations are crucial to diagnose the potential of samplers to handle multi-modality and therefore to drive progress in the field.

@article{grenioux2025_2504.08916,
  title={ Improving the evaluation of samplers on multi-modal targets },
  author={ Louis Grenioux and Maxence Noble and Marylou Gabrié },
  journal={arXiv preprint arXiv:2504.08916},
  year={ 2025 }
}