We prove two lower bounds for the complexity of non-log-concave sampling within the framework of , 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 ε 2 from the target distribution requires poly(1/ε) queries, which is surprising as it rules out the existence of high-accuracy algorithms (e.g., algorithms using Metropolis-Hastings filters) in this context.
We study first-order optimization algorithms for computing the barycenter of Gaussian distributions with respect to the optimal transport metric. Although the objective is geodesically non-convex, Riemannian GD empirically converges rapidly, in fact faster than off-theshelf methods such as Euclidean GD and SDP solvers. This stands in stark contrast to the best-known theoretical results for Riemannian GD, which depend exponentially on the dimension. In this work, we prove new geodesic convexity results which provide stronger control of the iterates, yielding a dimension-free convergence rate. Our techniques also enable the analysis of two related notions of averaging, the entropicallyregularized barycenter and the geometric median, providing the first convergence guarantees for Riemannian GD for these problems.
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