arXiv:2605.30722cs.LGstat.CO2026-05被引 2

提出可自动验证采样收敛性的新框架,突破高维下传统方法失效瓶颈。

Self-Certifying Transport MCMC via Dual Spectral-Gap Certificates

论文配图:Self-Certifying Transport MCMC via Dual Spectral-Gap Certificates
图 1 · 摘自论文原文
  • 用归一化流构建双功能采样器与谱隙证书,实现从采样到验证的闭环
  • 设计两种互补证书:覆盖型在低维有效,分位数核心型在高维保持非空
  • 首次实现自动、维度感知的收敛性证明,适合评估复杂模型采样质量

我们提出CerT-MCMC框架,为学习型传输马尔可夫链蒙特卡洛提供自动且严格的收敛性证书。归一化流将高斯参考分布映射为目标后验的近似;同一流同时作为独立Metropolis-Hastings提案及可计算谱隙界的基础。我们开发了两种互补证书:覆盖证书通过有限样本覆盖论证,在保守梯度有界时给出全支持谱隙界,其修正项随O(n^{-1/D})衰减,随维度增加迅速失效;我们证明了匹配的Ω(n^{-1/D})下界,表明此限制是点态Lipschitz认证的固有瓶颈。分位数核心证书聚焦于高概率残差核心,通过一维经验分位数控制振荡,有限样本概率松弛为O(n^{-1/2}),与环境维度无关。在合成目标(D=2-20)、结构工程后验(D=6,8)、Heart Disease数据集真实逻辑回归(D=13)和合成贝叶斯逻辑回归(D=20)上,分位数核心证书在覆盖证书失效时仍能给出非空谱隙界,其谱隙代理与实际有效样本量偏差小于7%。负向对照实验确认该证书可区分流质量超过10倍,而接受率仅差1.15倍。据我们所知,该双证书框架是首个为学习型传输MCMC提供自动、维度感知收敛证书的方法,能够区分真正的传输失败与证明技术局限。

原文摘要 · Abstract (English)

We propose CerT-MCMC, a framework that equips learned-transport Markov chain Monte Carlo with automatic, rigorous convergence certificates. A normalising flow maps a Gaussian reference to an approximation of the target posterior; the same flow then serves as both the independence Metropolis-Hastings proposal and the basis for a computable spectral-gap bound. We develop two complementary certificates. The covering certificate bounds the weight-ratio oscillation over the full proposal support via finite-sample covering arguments, yielding full-support spectral-gap bounds when a conservative gradient bound is available; its correction term scales as O(n^{-1/D}), making it rapidly weak and eventually vacuous as dimension increases. We prove a matching Omega(n^{-1/D}) lower bound, establishing that this barrier is intrinsic to pointwise Lipschitz certification. The quantile-core certificate restricts attention to a high-probability residual core on which the oscillation is controlled by one-dimensional empirical quantiles, with a finite-sample probability slack of O(n^{-1/2}), independent of the ambient dimension. On synthetic targets (D=2-20), structural-engineering posteriors (D=6,8), real-data logistic regression on the Heart Disease data set (D=13), and synthetic Bayesian logistic regression (D=20), the quantile-core certificate delivers non-vacuous spectral-gap bounds where the covering certificate is vacuous, and its spectral-gap proxy tracks empirical effective sample sizes within 7%. A negative control experiment confirms that the certificate discriminates flow quality by a factor exceeding 10x, whereas acceptance rates differ by only 1.15x. To our knowledge, the dual-certificate framework is the first to provide automatic, dimension-aware convergence certificates for learned-transport MCMC, distinguishing genuine transport failure from proof-technique limitations.

MCMC谱隙估计归一化流收敛证明

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