Reproduce “Accelerated High-Accuracy Sampling from a Warm Start via the Proximal Bouncy Particle Sampler” on OpenResearch
Turn your favorite coding agents into research agents that review literature, develop hypotheses, and run experiments.
Universal app for Apple silicon and Intel. Requires macOS 11 or later.
About this paper
Fan Chen, Sinho Chewi, Jianfeng Lu, Matthew S Zhang
Proximal BPS samples smooth, strongly log-concave targets using reflected auxiliary Gaussian offsets and local half-turn particle moves with gradient-correcting bounces, preserving dependence between updates. Given an order-2 Rényi warm start, its expected gradient-query complexity for total-variation error ε is Õ(√κ d^(1/4)) when the initial divergence is O(1), improving dimension dependence over the authors’ BPS bound while retaining its √κ dependence; the guarantee excludes warm-start construction.
Key insights
- A key insight is that deterministically reflecting an auxiliary variable in an augmented space can effectively transfer momentum, enabling sustained progress across successive localized problems.
- The 'conditional half-turn process', with its fixed duration of 'pi', allows the particle's harmonic motion to approximately reverse initial momentum, acting as a form of kinetic acceleration.
- The rigorous convergence analysis is achieved through a modified L^2 hypocoercivity framework, adapted for a discrete-time Markov chain, which quantifies how reflection and half-turn dynamics lead to one-step decay.
Summary by alphaXiv.
Tip: change arxiv.org to autoarxiv.org in any arXiv abstract link to open the paper here.