Variational Representations of Annealing Paths: Bregman Information under Monotonic Embedding

Markov Chain Monte Carlo methods for sampling from complex distributions and estimating normalization constants often simulate samples from a sequence of intermediate distributions along an annealing path, which bridges between a tractable initial distribution and a target density of interest. Prior works have constructed annealing paths using quasi-arithmetic means, and interpreted the resulting intermediate densities as minimizing an expected divergence to the endpoints. To analyze these variational representations of annealing paths, we extend known results showing that the arithmetic mean …

cs.it cs.lg distribution embedding information intermediate markov math.it math.st normalization path prior samples sampling stat.ml stat.th tractable