Dimension-independent spectral gap of polar slice sampling

Abstract

AbstractPolar slice sampling, a Markov chain construction for approximate sampling, performs, under suitable assumptions on the target and initial distribution, provably independent of the state space dimension. We extend the aforementioned result of Roberts and Rosenthal (Stoch Model 18(2):257–280, 2002) by developing a theory which identifies conditions, in terms of a generalized level set function, that imply an explicit lower bound on the spectral gap even in a general slice sampling context. Verifying the identified conditions for polar slice sampling yields a lower bound of 1/2 on the spectral gap for arbitrary dimension if the target density is rotationally invariant, log-concave along rays emanating from the origin and sufficiently smooth. The general theoretical result is potentially applicable beyond the polar slice sampling framework.