Diffusive Scaling Limits of Forward Event-Chain Monte Carlo: Provably Efficient Exploration with Partial Refreshment

PDMP
Scaling Analysis
Many PDMP methods have been proposed. We develop a high-dimensional scaling framework to compare their asymptotic efficiency (effective sample size per event).
Authors

Hirofumi Shiba

Kengo Kamatani

Published

2/20/2026

概要

Piecewise deterministic Markov process samplers are attractive alternatives to Metropolis–Hastings algorithms. A central design question is how to incorporate partial velocity refreshment to ensure ergodicity without injecting excessive noise. Forward Event-Chain Monte Carlo (FECMC) is a generalization of the Bouncy Particle Sampler (BPS) that addresses this issue through a stochastic reflection mechanism, thereby reducing reliance on global refreshment moves. Despite promising empirical performance, its theoretical efficiency remains largely unexplored.

We develop a high-dimensional scaling analysis for standard Gaussian targets and prove that the negative log-density (or potential) process of FECMC converges to an Ornstein–Uhlenbeck diffusion, under the same scaling as BPS. We derive closed-form expressions for the limiting diffusion coefficients of both methods by analyzing their associated radial momentum processes and solving the corresponding Poisson equations. These expressions yield a sharp efficiency comparison: the diffusion coefficient of FECMC is strictly larger than that of optimally tuned BPS, and the optimum for FECMC is attained at zero global refreshment. Specifically, they imply an approximately eightfold increase in effective sample size per event over optimal BPS. Numerical experiments confirm the predicted diffusion coefficients and show that the resulting efficiency gains remain substantial for a range of non-Gaussian targets. Finally, as an application of these results, we propose an asymptotic variance estimator for Piecewise deterministic Markov processes that becomes increasingly efficient in high dimensions by extracting information from the velocity variable.

Citation

BibTeX citation:
@article{shiba2026,
  author = {Shiba, Hirofumi and Kamatani, Kengo},
  title = {Diffusive {Scaling} {Limits} of {Forward} {Event-Chain}
    {Monte} {Carlo:} {Provably} {Efficient} {Exploration} with {Partial}
    {Refreshment}},
  journal = {Submitted to Annals of Applied Probability},
  date = {2026},
  url = {https://arxiv.org/abs/2602.17087},
  langid = {en},
  abstract = {Piecewise deterministic Markov process samplers are
    attractive alternatives to Metropolis-\/-Hastings algorithms. A
    central design question is how to incorporate partial velocity
    refreshment to ensure ergodicity without injecting excessive noise.
    Forward Event-Chain Monte Carlo (FECMC) is a generalization of the
    Bouncy Particle Sampler (BPS) that addresses this issue through a
    stochastic reflection mechanism, thereby reducing reliance on global
    refreshment moves. Despite promising empirical performance, its
    theoretical efficiency remains largely unexplored. We develop a
    high-dimensional scaling analysis for standard Gaussian targets and
    prove that the negative log-density (or potential) process of FECMC
    converges to an Ornstein-\/-Uhlenbeck diffusion, under the same
    scaling as BPS. We derive closed-form expressions for the limiting
    diffusion coefficients of both methods by analyzing their associated
    radial momentum processes and solving the corresponding Poisson
    equations. These expressions yield a sharp efficiency comparison:
    the diffusion coefficient of FECMC is strictly larger than that of
    optimally tuned BPS, and the optimum for FECMC is attained at zero
    global refreshment. Specifically, they imply an approximately
    eightfold increase in effective sample size per event over optimal
    BPS. Numerical experiments confirm the predicted diffusion
    coefficients and show that the resulting efficiency gains remain
    substantial for a range of non-Gaussian targets. Finally, as an
    application of these results, we propose an asymptotic variance
    estimator for Piecewise deterministic Markov processes that becomes
    increasingly efficient in high dimensions by extracting information
    from the velocity variable.}
}
For attribution, please cite this work as:
Shiba, H., and Kamatani, K. (2026). Diffusive Scaling Limits of Forward Event-Chain Monte Carlo: Provably Efficient Exploration with Partial Refreshment. Submitted to Annals of Applied Probability.