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High-accuracy log-concave sampling with stochastic queries

2026-02-15 · Fan Chen, Sinho Chewi, Constantinos Daskalakis, Alexander Rakhlin arxiv

We show that high-accuracy guarantees for log-concave sampling -- that is, iteration and query complexities which scale as $\mathrm{poly}\log(1/δ)$, where $δ$ is the desired target accuracy -- are achievable using stochastic gradients with subexponential tails. Notably, this exhibits a separation with the problem of convex optimization, where stochasticity (even additive Gaussian noise) in the gradient oracle incurs $\mathrm{poly}(1/δ)$ queries. We also give an information-theoretic argument that light-tailed stochastic gradients are necessary for high accuracy: for example, in the bounded variance case, we show that the minimax-optimal query complexity scales as $Θ(1/δ)$. Our framework also provides similar high accuracy guarantees under stochastic zeroth order (value) queries, and an improved complexity result for sampling from finite-sum potentials.

📄 PDF Abstract BibTeX arXiv:2602.14342

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