Time-Inhomogeneous Preconditioned Langevin Dynamics

ArXi:2605.06091v1 Announce Type: cross Langevin sampling from distributions of the form $p(x) \propto \exp(-\Psi(x))$ faces two major challenges: (global) mode coverage and (local) mode exploration. The first challenge is particularly relevant for multi-modal distributions with disjoint modes, whereas the second arises when the potential $\Psi$ exhibits diverse and ill-conditioned local mode geometry. To address these challenges, a common approach is to precondition Langevin dynamics with problem-specific information, such as the sample covariance or the local curvature of $\Psi.