Seungjae Son

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20242026

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math.PR2026

Rapid convergence of Langevin AIS for multimodal distributions on $R^{d}$

Seungjae Son

We study annealed importance sampling (AIS) driven by the overdamped Langevin diffusion, targeting a multimodal Gibbs measure $π_{ε} \propto e^{- U / ε}$ on $\mathbb…

math.PR2026

Convergence of Langevin AIS for multimodal distributions

Akshat Agarwal, Gautam Iyer, Aidan Jameson +2

We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main resul…

math.PR2026

Rapid convergence of tempering chains to multimodal Gibbs measures

Seungjae Son

We study the spectral gaps of parallel and simulated tempering chains targeting multimodal Gibbs measures. In particular, we consider chains constructed from Metropolis random walk…

Rapid convergence of Langevin AIS for multimodal distributions on Rd

Convergence of Langevin AIS for multimodal distributions

Rapid convergence of tempering chains to multimodal Gibbs measures

Rapid convergence of Langevin AIS for multimodal distributions on $R^{d}$