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Abstract The 4 N {4N} -carpets are a class of infinitely ramified self-similar fractals with a large group of symmetries. For a 4 N {4N} -carpet F , let { F n } n ≥ 0 {\{F_{n}\}_{n\geq 0}} be the natural decreasing sequence of compact pre-fractal approximations with ⋂ n F n = F {\bigcap_{n}F_{n}=F} . On each F n {F_{n}} , let ℰ ( u , v ) = ∫ F N ∇ u ⋅ ∇ v d x {\mathcal{E}(u,v)=\int_{F_{N}}\nabla u\cdot\nabla v\,dx} be the classical Dirichlet form and u n {u_{n}} be the unique harmonic function on F n {F_{n}} satisfying a mixed boundary value problem corresponding to assigning a constant potential between two specific subsets of the boundary. Using a method introduced by [M. T. Barlow and R. F. Bass,On the resistance of the Sierpiński carpet, Proc. Roy. Soc. Lond. Ser. A 431 (1990), no. 1882, 345–360], we prove a resistance estimate of the following form: there is ρ = ρ ( N ) > 1 {\rho=\rho(N)>1} such that ℰ ( u n , u n ) ρ n {\mathcal{E}(u_{n},u_{n})\rho^{n}} is bounded above and below by constants independent of n . Such estimates have implications for the existence and scaling properties of Brownian motion on F .
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Condition-number-independent Convergence Rate of Riemannian Hamiltonian Monte Carlo with Numerical Integrators
We study the convergence rate of discretized Riemannian Hamiltonian Monte Carlo on sampling from distributions in the form of e^{−f(x)} on a convex body M ⊂ R^n. We show that for distributions in the form of e−^{a x} on a polytope with m constraints, the convergence rate of a family of commonly-used integrators is independent of ∥a∥_2 and the geometry of the polytope. In particular, the implicit midpoint method (IMM) and the generalized Leapfrog method (LM) have a mixing time of mn^3 to achieve ϵ total variation distance to the target distribution. These guarantees are based on a general bound on the convergence rate for densities of the form e^{−f(x)} in terms of parameters of the manifold and the integrator. Our theoretical guarantee complements the empirical results of our old result, which shows that RHMC with IMM can sample ill-conditioned, non-smooth and constrained distributions in very high dimension efficiently in practice.
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- Award ID(s):
- 1839116
- PAR ID:
- 10482062
- Publisher / Repository:
- COLT 2013
- Date Published:
- Journal Name:
- COLT 2013
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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