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Poster
in
Workshop: Frontiers in Probabilistic Inference: learning meets Sampling

Improving the evaluation of samplers on multi-modal targets

Louis Grenioux · Maxence Noble · Marylou GabriĆ©


Abstract:

Addressing multi-modality constitutes one of the major challenges of sampling. In this reflection paper, we advocate for a more systematic evaluation of samplers towards two sources of difficulty that are mode separation and dimension. For this, we propose a synthetic experimental setting that we illustrate on a selection of samplers, focusing on the challenging criterion of recovery of the mode relative importance. These evaluations are crucial to diagnose the potential of samplers to handle multi-modality and therefore to drive progress in the field.

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