A Profile-Separation Framework for Quantitative Convergence of No-U-Turn Samplers
Abstract
We study multinomial and biased-progressive No-U-Turn Samplers for strongly log-concave targets satisfying and with . We introduce profile separation, a sufficient sign condition on the stationary mean U-turn diagnostics, and combine it with diagnostic concentration, leapfrog fidelity, and whole-orbit energy control to show that on a high-probability certification event, every doubling realization reaches a common terminal depth through a genuine U-turn. If is the selected physical trajectory length and , a terminal-depth transfer argument yields restricted conductance and warm-start mixing without lazifying either kernel. Up to logarithmic warm-start and accuracy factors, the transition bounds are for multinomial and biased-progressive selection, respectively. These transition bounds are unconditional. Gradient-work bounds are deterministic when the maximum-depth cap is comparable to the certified depth and otherwise take cap-aware expected and high-probability forms. The framework recovers the Gaussian dimension dependence under these work-accounting conditions, provides population-profile and exact-diagnostic verification for nonlinear product targets, a near-isotropic specialization of the practical-tree certificate, and quantifies when a fixed post-warmup metric removes linear anisotropy.
Keywords
Cite
@article{arxiv.2608.06336,
title = {A Profile-Separation Framework for Quantitative Convergence of No-U-Turn Samplers},
author = {Krishnakumar Balasubramanian},
journal= {arXiv preprint arXiv:2608.06336},
year = {2026}
}