English

Simple Conditions for Metastability of Continuous Markov Chains

Probability 2021-07-01 v2 Computation

Abstract

A family {Qβ}β0\{Q_{\beta}\}_{\beta \geq 0} of Markov chains is said to exhibit metastable mixing\textit{metastable mixing} with modes\textit{modes} Sβ(1),,Sβ(k)S_{\beta}^{(1)},\ldots,S_{\beta}^{(k)} if its spectral gap (or some other mixing property) is very close to the worst conductance min(Φβ(Sβ(1)),,Φβ(Sβ(k)))\min(\Phi_{\beta}(S_{\beta}^{(1)}), \ldots, \Phi_{\beta}(S_{\beta}^{(k)})) of its modes. We give simple sufficient conditions for a family of Markov chains to exhibit metastability in this sense, and verify that these conditions hold for a prototypical Metropolis-Hastings chain targeting a mixture distribution. Our work differs from existing work on metastability in that, for the class of examples we are interested in, it gives an asymptotically exact formula for the spectral gap (rather than a bound that can be very far from sharp) while at the same time giving technical conditions that are easier to verify for many statistical examples. Our bounds from this paper are used in a companion paper to compare the mixing times of the Hamiltonian Monte Carlo algorithm and a random walk algorithm for multimodal target distributions.

Keywords

Cite

@article{arxiv.1808.03239,
  title  = {Simple Conditions for Metastability of Continuous Markov Chains},
  author = {Oren Mangoubi and Natesh S. Pillai and Aaron Smith},
  journal= {arXiv preprint arXiv:1808.03239},
  year   = {2021}
}

Comments

arXiv admin note: text overlap with arXiv:1808.03230

R2 v1 2026-06-23T03:29:07.622Z