Self-Certifying Transport MCMC via Dual Spectral-Gap Certificates
About
We propose CerT-MCMC, a framework that equips learned-transport Markov chain Monte Carlo with automatic, rigorous convergence certificates. A normalising flow maps a Gaussian reference to an approximation of the target posterior; the same flow then serves as both the independence Metropolis-Hastings proposal and the basis for a computable spectral-gap bound. We develop two complementary certificates. The covering certificate bounds the weight-ratio oscillation over the full proposal support via finite-sample covering arguments, yielding full-support spectral-gap bounds when a conservative gradient bound is available; its correction term scales as O(n^{-1/D}), making it rapidly weak and eventually vacuous as dimension increases. We prove a matching Omega(n^{-1/D}) lower bound, establishing that this barrier is intrinsic to pointwise Lipschitz certification. The quantile-core certificate restricts attention to a high-probability residual core on which the oscillation is controlled by one-dimensional empirical quantiles, with a finite-sample probability slack of O(n^{-1/2}), independent of the ambient dimension. On synthetic targets (D=2-20), structural-engineering posteriors (D=6,8), real-data logistic regression on the Heart Disease data set (D=13), and synthetic Bayesian logistic regression (D=20), the quantile-core certificate delivers non-vacuous spectral-gap bounds where the covering certificate is vacuous, and its spectral-gap proxy tracks empirical effective sample sizes within 7%. A negative control experiment confirms that the certificate discriminates flow quality by a factor exceeding 10x, whereas acceptance rates differ by only 1.15x. To our knowledge, the dual-certificate framework is the first to provide automatic, dimension-aware convergence certificates for learned-transport MCMC, distinguishing genuine transport failure from proof-technique limitations.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| MCMC convergence diagnostics | banana D = 10 (negative control) | Discrimination Ratio10 | 3 | |
| MCMC Sampling | Banana D=10 | Gamma II (0.05)0.935 | 1 | |
| MCMC Sampling | HEART DISEASE | Gamma Quantile (0.05)0.798 | 1 | |
| MCMC Sampling | Shear | Gamma II0.742 | 1 | |
| MCMC Sampling | Sailboat | Gamma II Quantile (0.05)0.659 | 1 | |
| MCMC Sampling | Banana D=20 | Gamma II0.54 | 1 | |
| MCMC Sampling | Synthetic LogReg | Gamma II (0.05)0.172 | 1 |