arXiv:2602.23535stat.MLcs.LG2026-02

在不假设模型结构的前提下,用分布关系刻画分区函数估计的样本复杂度。

Partition Function Estimation under Bounded f-Divergence

论文配图:Partition Function Estimation under Bounded f-Divergence
图 1 · 摘自论文原文
  • 基于密度比的覆盖度量,建立分区函数估计的通用信息论框架。
  • 证明了乘法估计的样本复杂度由集成覆盖紧密决定,且下界匹配。
  • 适用于重要性采样、重尾均值估计等场景,理论更普适。

我们研究在可访问提议分布和目标分布的非归一化密度比的情况下,估计分区函数的统计复杂性。尽管分区函数估计是经典问题,现有保证通常依赖于域或模型几何的结构假设。本文提出一种仅依赖提议分布与目标分布之间关系的通用信息论表征。分析引入了集成覆盖轮廓(integrated coverage profile),用于量化密度比较大区域中目标质量的占比。我们证明该指标紧密刻画了乘法分区函数估计的样本复杂度,并给出了匹配的下界。进一步将这些界用f-散度表达,得到依赖于f增长速率的精确相变行为,既涵盖经典结果,也扩展至重尾情形。匹配的下界在所有情形下均成立。作为应用,我们改进了重要性采样与自归一化重要性采样的有限样本保证,并揭示了在相同散度约束下近似采样与计数复杂度的严格分离。结果统一并推广了对重要性采样、拒绝采样和重尾均值估计的先前分析,提供了最小假设下的分区函数估计理论。过程中还引入了覆盖与f-散度的新联系以及经典Paley-Zygmund不等式的推广。

原文摘要 · Abstract (English)

We study the statistical complexity of estimating partition functions given sample access to a proposal distribution and an unnormalized density ratio for a target distribution. While partition function estimation is a classical problem, existing guarantees typically rely on structural assumptions about the domain or model geometry. We instead provide a general, information-theoretic characterization that depends only on the relationship between the proposal and target distributions. Our analysis introduces the integrated coverage profile, a functional that quantifies how much target mass lies in regions where the density ratio is large. We show that integrated coverage tightly characterizes the sample complexity of multiplicative partition function estimation and provide matching lower bounds. We further express these bounds in terms of $f$-divergences, yielding sharp phase transitions depending on the growth rate of f and recovering classical results as a special case while extending to heavy-tailed regimes. Matching lower bounds establish tightness in all regimes. As applications, we derive improved finite-sample guarantees for importance sampling and self-normalized importance sampling, and we show a strict separation between the complexity of approximate sampling and counting under the same divergence constraints. Our results unify and generalize prior analyses of importance sampling, rejection sampling, and heavy-tailed mean estimation, providing a minimal-assumption theory of partition function estimation. Along the way we introduce new technical tools including new connections between coverage and $f$-divergences as well as a generalization of the classical Paley-Zygmund inequality.

分区函数f-散度重要性采样信息论

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