Non-convex sampling for a mixture of locally smooth potentials
arXiv (Cornell University)(2023)
Abstract
The purpose of this paper is to examine the sampling problem through Euler discretization, where the potential function is assumed to be a mixture of locally smooth distributions and weakly dissipative. We introduce $\alpha_{G}$-mixture locally smooth and $\alpha_{H}$-mixture locally Hessian smooth, which are novel and typically satisfied with a mixture of distributions. Under our conditions, we prove the convergence in Kullback-Leibler (KL) divergence with the number of iterations to reach $\epsilon$-neighborhood of a target distribution in only polynomial dependence on the dimension. The convergence rate is improved when the potential is $1$-smooth and $\alpha_{H}$-mixture locally Hessian smooth. Our result for the non-strongly convex outside the ball of radius $R$ is obtained by convexifying the non-convex domains. In addition, we provide some nice theoretical properties of $p$-generalized Gaussian smoothing and prove the convergence in the $L_{\beta}$-Wasserstein distance for stochastic gradients in a general setting.
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Key words
smooth potentials,sampling,mixture,non-convex
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