The Langevin Dynamics framework, which aims to generate samples from the score function of a probability distribution, is widely used for analyzing and interpreting score-based generative modeling. While the convergence behavior of Langevin Dynamics under unimodal distributions has been extensively studied in the literature, in practice the data distribution could consist of multiple distinct modes. In this work, we investigate Langevin Dynamics in producing samples from multimodal distributions and theoretically study its mode-seeking properties. We prove that under a variety of sub-Gaussian mixtures, Langevin Dynamics is unlikely to find all mixture components within a sub-exponential number of steps in the data dimension. To reduce the mode-seeking tendencies of Langevin Dynamics, we propose Chained Langevin Dynamics, which divides the data vector into patches of constant size and generates every patch sequentially conditioned on the previous patches. We perform a theoretical analysis of Chained Langevin Dynamics by reducing it to sampling from a constant-dimensional distribution. We present the results of several numerical experiments on synthetic and real image datasets, supporting our theoretical results on the iteration complexities of sample generation from mixture distributions using the chained and vanilla Langevin Dynamics. The code is available at https://github.com/Xiwei-Cheng/Chained_LD.

该研究探讨了Langevin动力学在多模态分布中生成样本的能力以及它的模式寻找特性，提出了一种改进方法——Chained Langevin Dynamics，以减少其模式寻找的倾向，并通过理论分析和数值实验验证了其有效性。

Langevin动力学的模式寻找特性研究