cs.LGSep 2, 2025

Bouncy particle sampler with infinite exchanging parallel tempering

Authors: Yohei Saito, Shun Kimura, Koujin Takeda

Organizations: Center for Mathematics and Data Science, Gunma University · Graduate School of Science and Engineering, Ibaraki University

Abstract

Markov chain Monte Carlo is one of the most useful tools for obtaining samples from complex distributions, such as posterior distributions in Bayesian inference. Bouncy particle sampler (BPS) is a method that performs sampling using uniform linear motion and elastic collisions. Since BPS does not require time discretization, it is expected to be more advantageous than the widely used Hamiltonian Monte Carlo (HMC) and Langevin Monte Carlo (LMC) for distributions with large curvature changes. To sample more efficiently from multimodal distributions, we propose BPS with parallel tempering (BPS-PT) in the infinite exchange limit, based on LMC-PT with the infinite exchange rate proposed in a previous study. Using a distribution with large curvature changes, BPS-PT showed estimation accuracy comparable to HMC-PT and LMC-PT, and achieved higher ESS per computational time. Therefore, BPS-PT is considered to be effective for distributions with large curvature changes.

Figures & tables

Explore similar work

Sep 7, 2026

Smoothed Picard Hamiltonian Monte Carlo

We develop a new low-accuracy sampler, called smoothed Picard Hamiltonian Monte Carlo, which combines Gaussian smoothing, Picard iteration, and higher-order discretization. For a log-concave target π∝exp⁡(−V)π\propto \exp(-V) in dimension dd satisfying 0≺αI⪯∇2V⪯βI0 \prec αI \preceq \nabla^2 V \preceq βI, with condition number κ:=β/ακ:= β/α, smoothed Picard HMC returns a sample with α W2(⋅,π)≤ε\sqrt α\,W_2(\cdot,π) \le \varepsilon using O~(κ2+κ7/6d1/6/ε1/3)\widetilde O(κ^2 + κ^{7/6} d^{1/6}/\varepsilon^{1/3}) gradient queries. We also prove stronger WqW_q bounds, and then develop an algorithmic framework, the recursive warm start generator, to upgrade these WqW_q bounds to stronger divergence guarantees. This produces a warm start for the proximal bouncy particle sampler, introduced in a companion work, leading to a high-accuracy log-concave sampler with complexity O~((κ7/6d1/6+κ1/2d1/4)polylog(1/ε))\widetilde O((κ^{7/6} d^{1/6} + κ^{1/2} d^{1/4})\mathrm{polylog}(1/\varepsilon)).
Sep 7, 2026

Accelerated High-Accuracy Sampling from a Warm Start via the Proximal Bouncy Particle Sampler

We study the problem of sampling from μ(dx)∝e−V(x) dxμ(\mathrm{d}x)\propto e^{-V(x)}\,\mathrm{d}x on Rd\mathbb{R}^d, where VV is αα-strongly convex and ββ-smooth, and write κ:=β/ακ:=β/α. We design and analyze the Proximal Bouncy Particle Sampler (Proximal BPS), a new sampler that combines ideas from the proximal sampler and the bouncy particle sampler. From a warm start initialization with O(1)O(1) Rényi divergence w.r.t. μμ, Proximal BPS returns a sample whose law is ε\varepsilon-close to μμ in total variation distance using O~(κ d1/4 polylog(1/ε))\widetilde O(\sqrtκ\,d^{1/4} \,\mathrm{polylog}(1/\varepsilon)) gradient queries in expectation.
Dec 19, 2025

Sampling from multimodal distributions with warm starts: Non-asymptotic bounds for the Reweighted Annealed Leap-Point Sampler

Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times -- a natural question is how to leverage additional information, such as a warm start point for each mode, to enable faster mixing across modes. To address this, we introduce Reweighted ALPS (Re-ALPS), a modified version of the Annealed Leap-Point Sampler (ALPS) that dispenses with the Gaussian approximation assumption. We prove the first polynomial-time bound that works in a general setting, under a natural assumption that each component contains significant mass relative to the others when tilted towards the corresponding warm start point. Similarly to ALPS, we define distributions tilted towards a mixture centered at the warm start points, and at the coldest level, use teleportation between warm start points to enable efficient mixing across modes. In contrast to ALPS, our method does not require Hessian information at the modes, but instead estimates component partition functions via Monte Carlo. This additional estimation step is crucial in allowing the algorithm to handle target distributions with more complex geometries besides approximate Gaussian. For the proof, we show convergence results for Markov processes when only part of the stationary distribution is well-mixing and estimation for partition functions for individual components of a mixture.