We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other distribution. We propose a novel method for generating samples, which extends the Gumbelmax sampling suggested in Daliri et al. [9] for coupling probability distributions. We also establish a corresponding lower bound on the acceptance probability, which we call the list matching lemma. We next discuss two applications of our setup. First, we develop a new mechanism for multi-draft speculative sampling that is simple to implement and achieves performance competitive with baselines such as SpecTr [38] and SpecInfer [34] across a range of language tasks. Our method also guarantees a certain degree of drafter invariance with respect to the output tokens which is not supported by existing schemes. We also provide a theoretical lower bound on the token level acceptance probability. As our second application, we consider distributed lossy compression with side information in a setting where a source sample is compressed and available to multiple decoders, each with independent side information. We propose a compression technique that is based on our generalization of Gumbel-max sampling and show that it provides significant gains in experiments involving synthetic Gaussian sources and the MNIST image dataset.

Robust 6d object pose estimation by learning rgb-d features.

Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltonian Monte Carlo (HMC) is the default algorithm across mainstream software packages. However, despite the extensive line of work on HMC and its widespread empirical success, it remains unclear how many iterations of HMC are required as a function of the dimension $d$. On one hand, a variety of results show that Metropolized HMC converges in $O(d^{1/4})$ iterations from a warm start close to stationarity. On the other hand, Metropolized HMC is significantly slower without a warm start, e.g., requiring $Ω(d^{1/2})$ iterations even for simple target distributions such as isotropic Gaussians. Finding a warm start is therefore the computational bottleneck for HMC. We resolve this issue for the well-studied setting of sampling from a probability distribution satisfying strong log-concavity (or isoperimetry) and third-order derivative bounds. We prove that \emph{non-Metropolized} HMC generates a warm start in $\tilde{O}(d^{1/4})$ iterations, after which we can exploit the warm start using Metropolized HMC. Our final complexity of $\tilde{O}(d^{1/4})$ is the fastest algorithm for high-accuracy sampling under these assumptions, improving over the prior best of $\tilde{O}(d^{1/2})$. This closes the long line of work on the dimensional complexity of MHMC for such settings, and also provides a simple warm-start prescription for practical implementations.

When the activation function of a network is analytic (e.g., sigmoid

Interest in this problem derives from its applications to Bayesian inference and differential privacy.

However, autoregressive sampling generates tokens one at a time making it slow, and even prohibitive in certain tasks.

Markov chain Monte Carlo (MCMC) is an inference mechanism that approximates a target probability distribution by a sequence of states (a.k.a.