A faster zigzag sampling algorithm for strongly log-concave distributions
A faster zigzag sampling algorithm for strongly log-concave distributions
Let satisfy Assumption, let be the target distribution, let denote the law of an algorithm's output , let be the initial distribution, let be the relevant condition parameter, and let . Assume that and are both smaller than some algebraic power of . Zigzag sampling complexity conjecture. There exists an algorithm producing a random variable such that
Moreover, with high probability, the algorithm requires
evaluations of partial derivatives of . This would improve the computational complexity of the proposed zigzag sampling method by avoiding the extra factor in the bouncing-rate control; the conjecture remains unproved in the source.
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Primary source
Jianfeng Lu and Lihan Wang, “Complexity of zigzag sampling algorithm for strongly log-concave distributions”, arXiv:2012.11094 (2022).
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