ICLR2025

The adaptive complexity of parallelized log-concave sampling

Huanjian Zhou, Baoxiang Wang, Masashi Sugiyama

摘要

We establish the first tight lower bound of Ω(log log κ) on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition number κ in one dimension. Whereas existing guarantees for MCMC-based algorithms scale polynomially in κ, we introduce a novel algorithm based on rejection sampling that closes this doubly exponential gap.