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English(EN) Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

详细介绍弹跳粒子和 Zigzag 采样器的新模拟方法

作者 PulseAugur 编辑部 · [1 个来源] ·

一篇新论文介绍了一种精确模拟方法——窗口稀疏化（windowed thinning），用于弹跳粒子采样器（bouncy particle sampler）和坐标 Zigzag 过程（coordinate Zigzag process）。该方法将轨迹划分为确定性窗口，并使用梯度评估来构建事件率的局部包络。论文从高斯冷启动（Gaussian cold start）提供了查询复杂度保证，详细说明了基于总变差误差（total-variation error）的弹跳粒子采样器和 Zigzag 的预期查询次数。 AI

排序理由 学术论文，详细介绍统计过程的新模拟方法。[lever_c_demoted from research: ic=1 ai=0.4]

在 arXiv cs.LG 阅读 →

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详细介绍弹跳粒子和 Zigzag 采样器的新模拟方法

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学术论文，详细介绍统计过程的新模拟方法。[lever_c_demoted from research: ic=1 ai=0.4]
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报道来源 [1]

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

    窗口化稀疏化和弹跳粒子及Zigzag采样器的查询复杂度

    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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