math.STSep 7, 2026

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

Authors: Fan Chen, Sinho Chewi, Jianfeng Lu, Matthew S Zhang

Organizations: Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology. · Department of Statistics and Data Science, Yale University. · Department of Mathematics, Duke University. · Department of Mathematics, Massachusetts Institute of Technology.

Abstract

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.

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