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New simulation method for bouncy particle and Zigzag samplers detailed

By PulseAugur Editorial · [1 sources] ·

A new paper introduces windowed thinning, an exact simulation method for the bouncy particle sampler and the coordinate Zigzag process. This method divides trajectories into deterministic windows and uses gradient evaluations to construct local envelopes for event rates. The paper provides query complexity guarantees from a Gaussian cold start, detailing expected query counts for both the bouncy particle sampler and Zigzag based on total-variation error. AI

RANK_REASON Academic paper detailing a new simulation method for statistical processes. [lever_c_demoted from research: ic=1 ai=0.4]

Read on arXiv cs.LG →

AI-generated summary · Google Gemini · from 1 sources. How we write summaries →

New simulation method for bouncy particle and Zigzag samplers detailed

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  1. arXiv cs.LG TIER_1 English(EN) · Jianfeng Lu, Yinchen Luo ·

    Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

    arXiv: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 sam…

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