Multimodal Distribution Sampling

Variational approaches to learning transport maps for multimodal sampling can suffer from mode collapse. One way to mitigate this problem is to learn transport along a prescribed path of intermediate distributions defined by geometric annealing. We show that annealing can take a substantial detour in Wasserstein space: when mass moves between modes, the path can be much longer than the distance between its endpoints. We further link path geometry to transport learning, showing that long annealing paths can slow population optimization, while sufficiently regular paths permit rapid convergence. Motivated by these findings, we propose componentwise annealed transport (CAT) to reduce the need for mass transfer between modes. Starting from a mode-informed mixture reference, CAT constructs an exact mixture decomposition of the target and learns separate transport maps along componentwise annealing paths. We estimate the component weights separately and show that these estimates remain consistent even when the learned flows are inexact. We also develop adaptive annealing schedules guided by transport effort. Experiments on multimodal synthetic distributions and Bayesian inference problems demonstrate improvements in transport learning and sampling efficiency.

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.

We develop a sparse graph method for transporting probability mass toward multimodal target distributions through damped nonlocal Hamiltonian dynamics. The formulation combines logarithmic-mean mobility with symmetric Lévy-type interaction weights, coupling the evolving density to an edge momentum field. A graph constructed from nearest-neighbor connections and sampled long-range edges provides direct mass exchange between spatially separated regions. Once the graph is constructed, the density evolution is deterministic, and each update costs linear in the number of nodes and the long-range sampling budget. Linearization around the target distribution yields a damped oscillator governed by a weighted graph Laplacian. Its spectrum characterizes the interaction between nonlocal connectivity and inertia, with the Lévy exponent alpha tuning the nonlocal connectivity: the spectral gap determines the optimal asymptotic damping, while the largest eigenvalue governs the time-step stability. Experiments on synthetic multimodal distributions demonstrate improved mode balance and more stable mode coverage relative to first-order and MCMC baselines. The resulting framework provides a sparse implementation of nonlocal inertial density transport for sampling problems with low-dimensional spatial structure.

We address the problem of efficiently sampling multimodal probability distributions, where standard Markov Chain Monte Carlo methods often suffer from poor mixing and mode trapping. To mitigate these issues, we propose Gradient-free Riemannian Langevin Sampler (GRiLS), a novel proposal that improves exploration without requiring gradient evaluations of the target density. Our approach introduces a Riemannian metric which reshapes the local geometry in order to facilitate transitions across modes. The resulting gradient-free MCMC algorithm is particularly suitable for complex, computationally expensive targets where derivatives are unavailable or impractical. The GRiLS proposal requires knowing the mean and covariance of the target density, which we estimate using an ensemble of interacting particles. Empirical results on multimodal benchmarks demonstrate that GRiLS achieves improved mixing compared to existing gradient-based and gradient-free MCMC approaches.

High-dimensional and complex discrete distributions often exhibit multimodal behavior due to inherent discontinuities, posing significant challenges for sampling. Gradient-based discrete samplers, while effective, frequently become trapped in local modes when confronted with rugged or disconnected energy landscapes. This limits their ability to achieve adequate mixing and convergence in high-dimensional multimodal discrete spaces. To address these challenges, we propose Hyperbolic Secant-squared Gibbs-Sampling (HiSS), a novel family of sampling algorithms that integrates a Metropolis-within-Gibbs framework to enhance mixing efficiency. HiSS leverages a logistic convolution kernel to couple the discrete sampling variable with the continuous auxiliary variable in a joint distribution. This design allows the auxiliary variable to encapsulate the true target distribution while facilitating easy transitions between distant and disconnected modes. We provide theoretical guarantees of convergence and demonstrate empirically that HiSS outperforms many popular alternatives on a wide variety of tasks, including Ising models, binary neural networks, and combinatorial optimization.

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.

Markov chain Monte Carlo is one of the most useful tools for obtaining samples from complex distributions, such as posterior distributions in Bayesian inference. Bouncy particle sampler (BPS) is a method that performs sampling using uniform linear motion and elastic collisions. Since BPS does not require time discretization, it is expected to be more advantageous than the widely used Hamiltonian Monte Carlo (HMC) and Langevin Monte Carlo (LMC) for distributions with large curvature changes. To sample more efficiently from multimodal distributions, we propose BPS with parallel tempering (BPS-PT) in the infinite exchange limit, based on LMC-PT with the infinite exchange rate proposed in a previous study. Using a distribution with large curvature changes, BPS-PT showed estimation accuracy comparable to HMC-PT and LMC-PT, and achieved higher ESS per computational time. Therefore, BPS-PT is considered to be effective for distributions with large curvature changes.

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this paper, we propose an interaction-based version of AIS by combining it with population-based Monte Carlo methods to improve its efficiency. By keeping track of an ensemble instead of a single sampler along some continuation path between the starting distribution and the target distribution, we take advantage of the interaction within the ensemble to encourage the exploration of undiscovered modes. Specifically, our main idea is to utilize either the snooker algorithm or the genetic algorithm used in Evolutionary Monte Carlo. We discuss how the proposed algorithm can be implemented and derive a partial differential equation governing the evolution of the ensemble under the continuous time and mean-field limit. We also test the efficiency of the proposed algorithm on various continuous and discrete distributions.