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

Thursday 09:00 Los Angeles (GMT-7)

Recording available

Berkeley, United States
Related content

Recording

48 min

Abstract

Windowed thinning exactly simulates bouncy-particle and coordinate Zigzag sampling processes by constructing local event-rate envelopes from gradients. For strongly convex, smooth targets, the talk combines this construction with mixing estimates and event-count bounds to derive query-complexity guarantees from a Gaussian cold start, distinguishing full-gradient and coordinate-query costs.

Topics

Windowed thinningcoordinate Zigzag samplinglocal event-rate envelopesgradientssmooth targetsmixing estimatesevent-count boundsGaussian cold start