Windowed thinning and query complexity for the bouncy particle and Zigzag samplers
Authors: Jianfeng Lu, Yinchen Luo
Abstract
Let μ(dx)∝e−U(x)dx on Rd, where U is m-strongly convex and L-smooth, and denote by κ=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, the expected query counts are O(κ1/2d(dlogκ+logε1)) gradient queries for the bouncy particle sampler and O(κd1/4(dlogκ+logε1)) full-gradient equivalents for Zigzag, where d coordinate-partial queries count as one equivalent.
We study the query complexity of sampling from high-dimensional Gaussian distributions using gradient information. In the standard oracle model, exact gradients expose only matrix-vector products with the precision matrix, leading to polynomial approximation barriers and a characteristic κ dependence on the condition number. We show that this barrier disappears when the sampler is allowed to query \emph{smoothed scores}, namely gradients of the logarithms of the Gaussian-convolved densities. For a Gaussian target with precision matrix Λ, a smoothed-score query at noise level τ gives access to the resolvent (Λ+τ−1I)−1. Combining geometrically spaced noise levels with sinc-quadrature rational approximation, we obtain a sampler with q=O((logκ+log(ed/δTV))log(ed/δTV)) smoothed-score queries for total variation error δTV, improving the condition-number dependence from κ to logarithmic. We also study finite-bit gradient oracles. Using coordinatewise quantization of the transformed smoothed-score answers and a final dithering step, we obtain a sampling scheme whose total communicated gradient information is polylogarithmic in κ; in particular, for fixed dimension and accuracy, the bit complexity is O(log2κ). To complement these upper bounds, we introduce a channel-synthesis, or reverse-Shannon, converse technique for sampling lower bounds. This converts total-variation simulation guarantees into communication requirements and yields an Ω(logκ) lower bound on the required gradient information. Together, these results identify smoothed scores as a provably more informative oracle for sampling and give nearly matching upper and lower bounds for its finite-bit complexity.
We investigate the stochastic-gradient query complexity of sampling smooth strongly log-concave distributions in any fixed Euclidean dimension. The potential is μ-strongly convex and L-smooth, with an unknown mode in the ball of radius μ−1/2 about the origin. We have access to unbiased stochastic oracles with the variance at most σ2. For every σ2≥0 and total variation (TV) accuracy 0<ε≤1/10, we prove that the tight complexity of sampling a distribution within ϵ-TV distance from the target distribution is
NTV⋆=Θ(log(1+κ)+μϵσ2),
where κ:=μL is the condition number. Note that this complexity bound is simultaneously tight for the condition number κ and accuracy ϵ. Besides, our tight complexity bound is adaptive to noiseless setting σ=0, which is NTV⋆=Θ(log(1+κ)).
We show that logconcave probability measures along the Gaussian cooling path have thin-shell stability, generalizing the thin-shell theorem. This result leads to improved complexity for the fundamental problem of sampling an arbitrary logconcave distribution from a cold start. For (near-)isotropic logconcave distributions, the complexity is nearly n2.5, improving the previous bound of n2.75, and matching the complexity of the abstract Speedy walk.