Spectral Gap of Replica Exchange Langevin Diffusion on Mixture Distributions

10 Jul 2020 Dong Jing Tong Xin T.

Langevin diffusion (LD) is one of the main workhorses for sampling problems. However, its convergence rate can be significantly reduced if the target distribution is a mixture of multiple densities, especially when each component concentrates around a different mode... (read more)

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  • PROBABILITY
  • STATISTICS THEORY
  • STATISTICS THEORY