English

A Profile-Separation Framework for Quantitative Convergence of No-U-Turn Samplers

Statistics Theory 2026-08-06 v1 Probability

Abstract

We study multinomial and biased-progressive No-U-Turn Samplers for strongly log-concave targets satisfying mId2U(x)LId,mI_d\preceq \nabla^2U(x)\preceq LI_d, and 2U(x)2U(y)FγL3/2xy\|\nabla^2U(x)-\nabla^2U(y)\|_{\mathrm F}\le \gamma L^{3/2}\|x-y\| with κL/m\kappa\coloneqq L/m. 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 TT_\star is the selected physical trajectory length and a=mTa_\star=\sqrt m\,T_\star, 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 O~ ⁣(1+a2κ2(1+γ)4/3)andO~ ⁣(1+a4κ3(1+γ)2) \widetilde O\!\left( 1+a_\star^2\kappa^2(1+\gamma)^{4/3} \right) \quad\text{and}\quad \widetilde O\!\left( 1+a_\star^4\kappa^3(1+\gamma)^2 \right) 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}
}