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Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions

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 Added by Kevin Tian
 Publication date 2021
and research's language is English




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We give lower bounds on the performance of two of the most popular sampling methods in practice, the Metropolis-adjusted Langevin algorithm (MALA) and multi-step Hamiltonian Monte Carlo (HMC) with a leapfrog integrator, when applied to well-conditioned distributions. Our main result is a nearly-tight lower bound of $widetilde{Omega}(kappa d)$ on the mixing time of MALA from an exponentially warm start, matching a line of algorithmic results up to logarithmic factors and answering an open question of Chewi et. al. We also show that a polynomial dependence on dimension is necessary for the relaxation time of HMC under any number of leapfrog steps, and bound the gains achievable by changing the step count. Our HMC analysis draws upon a novel connection between leapfrog integration and Chebyshev polynomials, which may be of independent interest.



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We consider a range of simply stated dynamic data structure problems on strings. An update changes one symbol in the input and a query asks us to compute some function of the pattern of length $m$ and a substring of a longer text. We give both conditional and unconditional lower bounds for variants of exact matching with wildcards, inner product, and Hamming distance computation via a sequence of reductions. As an example, we show that there does not exist an $O(m^{1/2-varepsilon})$ time algorithm for a large range of these problems unless the online Boolean matrix-vector multiplication conjecture is false. We also provide nearly matching upper bounds for most of the problems we consider.
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