Transport along Local Annealing Paths: Wasserstein Geometry and Multimodal Sampling

There has been a proliferation of sampling algorithms based on Wasserstein gradient flows (WGF) and forward-only diffusion processes (FODP), often accompanied by theoretical guarantees of exponentially fast convergence to the target distribution. These guarantees are frequently interpreted as evidence that such methods can efficiently sample complex multimodal distributions, often supported by empirical results. In this work, we argue that this interpretation is fundamentally misleading. By invoking the Jordan-Kinderlehrer-Otto (JKO) scheme and Otto calculus, we establish that the canonical WGF sampling dynamics and overdamped forward diffusion share the same density evolution and therefore inherit the same metastability and slow-mixing phenomena long understood in nonequilibrium statistical physics. We analyze this family of samplers using two complementary tools -- spectral analysis and mean first-passage time (MFPT) analysis -- and show that well-separated multimodality can induce exponentially long mixing times associated with small spectral gaps and rare inter-mode transitions. For the commonly adopted log-linear annealing schedule studied here, we find that introducing intermediate distributions does not remove the exponential scaling of the total transport time. The limitation is structural rather than implementation-specific: purely local, gradient-driven transport mechanisms can require exponentially long times to transport probability mass across well-separated modes. We argue that this represents a fundamental limitation of WGF- and FODP-based sampling in their standard forms, and motivates future development of fundamentally nonlocal mechanisms for efficient multimodal sampling.

Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times -- a natural question is how to leverage additional information, such as a warm start point for each mode, to enable faster mixing across modes. To address this, we introduce Reweighted ALPS (Re-ALPS), a modified version of the Annealed Leap-Point Sampler (ALPS) that dispenses with the Gaussian approximation assumption. We prove the first polynomial-time bound that works in a general setting, under a natural assumption that each component contains significant mass relative to the others when tilted towards the corresponding warm start point. Similarly to ALPS, we define distributions tilted towards a mixture centered at the warm start points, and at the coldest level, use teleportation between warm start points to enable efficient mixing across modes. In contrast to ALPS, our method does not require Hessian information at the modes, but instead estimates component partition functions via Monte Carlo. This additional estimation step is crucial in allowing the algorithm to handle target distributions with more complex geometries besides approximate Gaussian. For the proof, we show convergence results for Markov processes when only part of the stationary distribution is well-mixing and estimation for partition functions for individual components of a mixture.

We propose a fixed-point acceleration method for optimization over probability measures, applicable to a variety of machine learning problems. We represent probability measures as pushforwards of a reference distribution through a neural network map and equip the parameter space with the induced pullback Wasserstein metric. This geometric structure allows natural gradient descent to be interpreted as a fixed-point iteration on a Riemannian manifold. We accelerate this iteration using Riemannian Anderson mixing method, which exploits historical residuals to capture approximate second-order information without forming Hessians. In the present parametric setting, the manifold is represented by Euclidean coordinates endowed with a point-dependent metric, simplifying retraction and vector transport. We evaluate the method on multimodal sampling, PDE-based inverse problems, aggregation dynamics, Bayesian logistic regression, and generative modeling. Across the tested tasks, Anderson mixing reduces the number of natural-gradient iterations and achieves competitive performance relative to SGD and Adam in terms of both loss-gradient evaluations and wall-clock time. These results suggest that fixed-point acceleration is an efficient tool for improving the computational efficiency of training on parametric Wasserstein methods.