Bouncy particle sampler with infinite exchanging parallel tempering

• URL: http://arxiv.org/abs/2509.02003v1
• Date: Tue, 02 Sep 2025 06:37:57 GMT
• Title: Bouncy particle sampler with infinite exchanging parallel tempering
• Authors: Yohei Saito, Shun Kimura, Koujin Takeda,
• Abstract summary: We employ the variational Bayesian inference or sampling method to approximate posterior distributions.<n>A bouncy particle sampler (BPS) has been proposed, which combines uniform linear motion and reflection to perform sampling.<n>We performed numerical simulations and demonstrated its effectiveness for multimodal distribution.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to approximate posterior distributions. When we obtain samples from a posterior distribution, Hamiltonian Monte Carlo (HMC) has been widely used for the continuous variable part and Markov chain Monte Carlo (MCMC) for the discrete variable part. Another sampling method, the bouncy particle sampler (BPS), has been proposed, which combines uniform linear motion and stochastic reflection to perform sampling. BPS was reported to have the advantage of being easier to set simulation parameters than HMC. To accelerate the convergence to a posterior distribution, we introduced parallel tempering (PT) to BPS, and then proposed an algorithm when the inverse temperature exchange rate is set to infinity. We performed numerical simulations and demonstrated its effectiveness for multimodal distribution.

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