Optimal Covariance Inflation under Gaussian Tilts

Source abstract

Covariance-sensitive analyses of Gaussian annealing for sampling from a convex body require controlling how much covariance can grow under a radial Gaussian tilt. For an isotropic convex body $K\subseteq\mathbb{R}^n$, let $μ_{K,t} (\mathrm{d} x) \propto e^{-t\| x \| ^2} \mathbb{1}_K(x)\,\mathrm{d} x$, and let $Q_n$ be the supremum of $\|\operatorname{Cov}(μ_{K,t})\|_{\mathrm{op}}$ over all such $K$ and all $t>0$. We prove the sharp bound $Q_n=Θ(n^{2/5})$, closing the gap between the known $Ω(n^{1/3})$ lower bound and the $O(\sqrt{n\log(en)})$ upper bound. The upper bound applies not only to uniform measures on convex bodies but to every compactly supported isotropic logconcave probability measure. It combines a dimension-free variance bound for quadratic forms with a Rényi comparison at a nearby time, projected moment estimates, and relative-entropy control along the Gaussian-tilt path. For the matching lower bound, we construct an explicit unconditional convex body whose axial coordinate is coupled to the transverse quadratic energy. Moderate-deviation estimates show that an appropriate tilt creates directional variance $Ω(n^{2/5})$.