Partition Function Estimation under Bounded f-Divergence
This research provides a foundational, minimal-assumption theory for partition function estimation, unifying and generalizing prior analyses for various sampling methods, which is significant for researchers working on statistical inference and sampling techniques.
This paper investigates the statistical complexity of estimating partition functions using samples from a proposal distribution and an unnormalized density ratio. It introduces the integrated coverage profile to quantify target mass in high-density ratio regions, demonstrating its tight characterization of multiplicative partition function estimation sample complexity and providing matching lower bounds. The work also derives improved finite-sample guarantees for importance sampling and self-normalized importance sampling.
We study the statistical complexity of estimating partition functions given sample access to a proposal distribution and an unnormalized density ratio for a target distribution. While partition function estimation is a classical problem, existing guarantees typically rely on structural assumptions about the domain or model geometry. We instead provide a general, information-theoretic characterization that depends only on the relationship between the proposal and target distributions. Our analysis introduces the integrated coverage profile, a functional that quantifies how much target mass lies in regions where the density ratio is large. We show that integrated coverage tightly characterizes the sample complexity of multiplicative partition function estimation and provide matching lower bounds. We further express these bounds in terms of $f$-divergences, yielding sharp phase transitions depending on the growth rate of f and recovering classical results as a special case while extending to heavy-tailed regimes. Matching lower bounds establish tightness in all regimes. As applications, we derive improved finite-sample guarantees for importance sampling and self-normalized importance sampling, and we show a strict separation between the complexity of approximate sampling and counting under the same divergence constraints. Our results unify and generalize prior analyses of importance sampling, rejection sampling, and heavy-tailed mean estimation, providing a minimal-assumption theory of partition function estimation. Along the way we introduce new technical tools including new connections between coverage and $f$-divergences as well as a generalization of the classical Paley-Zygmund inequality.