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arXiv · 2504.08916

Improving the evaluation of samplers on multi-modal targets

Louis Grenioux·Maxence Noble·Marylou Gabrié
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Abstract

Addressing multi-modality constitutes one of the major challenges of sampling. In this reflection paper, we advocate for a more systematic evaluation of samplers towards two sources of difficulty that are mode separation and dimension. For this, we propose a synthetic experimental setting that we illustrate on a selection of samplers, focusing on the challenging criterion of recovery of the mode relative importance. These evaluations are crucial to diagnose the potential of samplers to handle multi-modality and therefore to drive progress in the field.

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Louis Grenioux, Maxence Noble, Marylou Gabrié. 2025-04-11. Improving the evaluation of samplers on multi-modal targets. https://arxiv.org/abs/2504.08916

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