Accelerating Constrained Sampling: A Large Deviations Approach
加速约束采样:大偏差方法
机构 * School of Mathematics, Shanghai University of Finance and Economics(上海财经大学数学学院) ; FinTech Thrust, Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州)金融科技学域) ; Department of Mathematics, Florida State University(佛罗里达州立大学数学系)
AI总结 本文提出通过大偏差原理分析约束采样中的Skew-Reflected非可逆 Langevin 采样方法,通过设计特定对称矩阵加速收敛并降低渐近方差。
Comments 59 pages, 15 figures
Journal ref Journal of Machine Learning Research 2026, Volume 27, Number 118, 1-61