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arXiv · 2210.02482

Fisher information lower bounds for sampling

Sinho Chewi·Patrik Gerber·Holden Lee·Chen Lu
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Abstract

We prove two lower bounds for the complexity of non-log-concave sampling within the framework of Balasubramanian et al. (2022), who introduced the use of Fisher information (FI) bounds as a notion of approximate first-order stationarity in sampling. Our first lower bound shows that averaged LMC is optimal for the regime of large FI by reducing the problem of finding stationary points in non-convex optimization to sampling. Our second lower bound shows that in the regime of small FI, obtaining a FI of at most $\varepsilon^2$ from the target distribution requires $\text{poly}(1/\varepsilon)$ queries, which is surprising as it rules out the existence of high-accuracy algorithms (e.g., algorithms using Metropolis-Hastings filters) in this context.

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Sinho Chewi, Patrik Gerber, Holden Lee, Chen Lu. 2022-10-05. Fisher information lower bounds for sampling. https://arxiv.org/abs/2210.02482

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