Query Lower Bounds for Log-concave Sampling

Author:

Chewi Sinho1ORCID,de Dios Pont Jaume2ORCID,Li Jerry3ORCID,Lu Chen4ORCID,Narayanan Shyam4ORCID

Affiliation:

1. Institute for Advanced Study, Princeton, United States

2. ETH Zürich, Zürich, Switzerland

3. Microsoft Research, Redmond, United States

4. Massachusetts Institute of Technology, Cambridge, United States

Abstract

Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving lower bounds for this task has remained elusive, with lower bounds previously known only in dimension one. In this work, we establish the following query lower bounds: (1) sampling from strongly log-concave and log-smooth distributions in dimension \(d\ge 2\) requires \(\Omega (\log \kappa)\) queries, which is sharp in any constant dimension, and (2) sampling from Gaussians in dimension d (hence also from general log-concave and log-smooth distributions in dimension d ) requires \(\widetilde{\Omega }(\min (\sqrt \kappa \log d, d))\) queries, which is nearly sharp for the class of Gaussians. Here, \(\kappa\) denotes the condition number of the target distribution. Our proofs rely upon (1) a multiscale construction inspired by work on the Kakeya conjecture in geometric measure theory, and (2) a novel reduction that demonstrates that block Krylov algorithms are optimal for this problem, as well as connections to lower bound techniques based on Wishart matrices developed in the matrix-vector query literature.

Funder

NSF TRIPODS

UCLA

Broad Institute of MIT and Harvard

Publisher

Association for Computing Machinery (ACM)

Reference81 articles.

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2. Faster high-accuracy log-concave sampling via algorithmic warm starts;Altschuler Jason M.;Journal of the ACM,2024

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5. Ainesh Bakshi, Kenneth L. Clarkson, and David P. Woodruff. 2022. Low-rank approximation with \(1/\epsilon ^{1/3}\) matrix-vector products. In Proceedings of the 54th Annual ACM SIGACT Symposium on Theory of Computing. ACM, 1130–1143.

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