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The optimal refreshment rate of the Bouncy Particle Sampler: uniqueness to within 10⁻⁷, a certified critical point at 1.423266366804207…, and the event ratio 0.7811
PDFFor the Bouncy Particle Sampler on a standard Gaussian target in ℝᵈ with velocity refreshment rate ρ, Bierkens, Kamatani and Roberts proved that the log-density process, sped up by d, converges to an Ornstein–Uhlenbeck process whose diffusion coefficient σ²…
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Evidence summary
120 Lean theorems · 9 stated results · 2 source-labelled candidates. Lean build reported passed by the source. Inspect claims