Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

Jianfeng Lu, Yinchen Luo

Let $\mu (dx)\propto e^{-U(x)}dx$ on ${\mathbb{R}}^d$, where $U$ is $m$-strongly convex and $L$-smooth, and denote by $\kappa =L/m$ the condition number. We consider windowed thinning, an exact si…