Self-Certifying Transport MCMC via Dual Spectral-Gap Certificates

arXiv:2605.30722v1 Announce Type: new Abstract: 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-supp

Source: arXiv cs.LG — read the full report at the original publisher.

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