Reflected Proximal Dynamics for Accelerated High-Accuracy Log-Concave Sampling
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Abstract (arXiv)
We study sampling from π(x)proptoe-V(x) on ℝd, where V is α-strongly convex and β-smooth with condition number kappa=β/α. For this problem, the proximal sampler preserves the target exactly and recovers overdamped Langevin dynamics in the small-step limit, but its Gaussian resampling step discards directional information. Underdamped Langevin dynamics retains such information through momentum to accelerate exploration, motivating a proximal construction that combines target preservation with directional persistence. We introduce textitreflected proximal dynamics, which combines proximal sampling with an exact reflection of the auxiliary variable, conditional kinetic motion, and controlled refreshment. We develop two realizations: a flux-resampled underdamped half-turn and a persistent-momentum quarter-turn. From a warm start with constant chi2 divergence, both methods achieve total variation error varepsilon using widetilde O(√kappad1/4) expected oracle queries. We further remove the supplied warm-start assumption by combining either sampler with existing posterior samplers in a proximal initialization stage with an optimized coarse step size. Accounting for both initialization and sampling yields widetilde O(kappa6/7d1/4) expected oracle queries. In both regimes, the dependence on the target accuracy varepsilon is polylog(1/varepsilon), making reflected proximal dynamics a promising framework for accelerated high-accuracy log-concave sampling.
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References · 30
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- 2023Faster high-accuracy log-concave sampling via algorithmic warm startscited by 45
- 2020Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithmcited by 35
18 more
- 2023Improved dimension dependence of a proximal algorithm for samplingcited by 30
- 2023Improved Discretization Analysis for Underdamped Langevin Monte Carlocited by 28
- 2015The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Methodcited by 27
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- 2022A Proximal Algorithm for Samplingcited by 22
- 2024In-and-Out: Algorithmic Diffusion for Sampling Convex Bodiescited by 19
- 2026High-accuracy sampling for diffusion models and log-concave distributionscited by 16
- 2025Mixing Time of the Proximal Sampler in Relative Fisher Information via Strong Data Processing Inequalitycited by 12
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- 2026Accelerated High-Accuracy Sampling from a Warm Start via the Proximal Bouncy Particle Samplercited by 2
- 2026Smoothed Picard Hamiltonian Monte Carlocited by 2
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