כתבה
arXiv cs.LG ·
Windowed thinning and query complexity for the bouncy particle and Zigzag samplers
תקציר מקורי באנגליתarXiv:2607.28413v1 Announce Type: cross Abstract: Let $\mu(d x)\propto e^{-U(x)} d x$ on $\R^d$, where $U$ is $m$-strongly convex and $L$-smooth, and denote by $\kappa=L/m$ the condition number. We consider windowed thinning, an exact simulation method for the bouncy particle sampler and the coordinate Zigzag process. The method divides a trajectory into deterministic windows and uses a gradient evaluation at the beginning of each window to construct a tractable local envelope for the event rate. Combining this construction with quantitative mixing estimates and finite-time bounds on the expected numbers of bounces and flips yields query complexity guarantees from a Gaussian cold start. For total-variation error $\varepsilon$, the expected query counts are $O(\kappa^{1/2}d\,(d\log\kappa+\l
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arxiv.org
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