A spectral gap for Metropolis-adjusted Langevin algorithm with a uniformly randomized step size
Let $\pi(\mathrm{d} x)\propto e^{-U(x)}\, \mathrm{d} x$ on $\mathbb{R}^d$, where $U$ is continuously differentiable and $m$-strongly convex with a globally $L$-Lipschitz gradient, $0<m\leq L<\infty$, and $\kappa=L/m$. Fixed-step Metropolis-adjusted Langevin algorithm (MALA) has known warm-start mixing-time upper bounds...