Hypocoercivity of Tempered Bouncy Particle Samplers for Heavy-Tailed Targets

Abstract

We introduce the Tempered Bouncy Particle Sampler, a state-dependently tempered generalisation of the Bouncy Particle Sampler. Adapting the hypocoercivity framework of Dolbeault, Mouhot and Schmeiser (2010), we establish explicit, non-asymptotic exponential convergence bounds for a broad class of heavy-tailed targets that need not be log-concave or radially symmetric, including distributions with polynomial tails. The convergence rate is linked to the spectral gap of a tempered Langevin diffusion with the same invariant distribution, making a weighted Poincaré inequality the key assumption. We give admissible tempering choices for polynomial and stretched-exponential tails and derive mixing-time bounds with polynomial dependence on the dimension.