math.NAJul 30, 2026

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

Authors: Jianfeng LuYinchen Luo

Abstract

Let μ(dx)eU(x)dxμ(d x)\propto e^{-U(x)} d x on Rd\R^d, where UU is mm-strongly convex and LL-smooth, and denote by κ=L/mκ=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 ε\varepsilon, the expected query counts are O(κ1/2d(dlogκ+log1ε))O(κ^{1/2}d\,(d\logκ+\log\frac1\varepsilon)) gradient queries for the bouncy particle sampler and O(κd1/4(dlogκ+log1ε))O(κd^{1/4}(d\logκ+\log\frac1\varepsilon)) full-gradient equivalents for Zigzag, where dd coordinate-partial queries count as one equivalent.

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