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Improved sampling algorithms and Poincaré inequalities for non-log-concave distributions

Main:26 Pages
1 Figures
Bibliography:3 Pages
Appendix:13 Pages
Abstract

We study the problem of sampling from a distribution μ\mu with density eV\propto e^{-V} for some potential function V:RdRV:\mathbb R^d\to \mathbb R with query access to VV and V\nabla V. We start with the following standard assumptions:

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