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Reflected Proximal Dynamics for Accelerated High-Accuracy Log-Concave Sampling
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Bo Yuan, Wei Guo, Yongxin Chen

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ResearcharXiv cs.LG

Reflected Proximal Dynamics for Accelerated High-Accuracy Log-Concave Sampling

arXiv:2610.16248v1 Announce Type: new Abstract: We study sampling from $\pi(x)\propto\mathrm{e}^{-V(x)}$ on $\mathbb{R}^d$, where $V$ is $\alpha$-strongly convex and $\beta$-smooth with condition number $\kappa=\beta/\alpha$. 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 \textit{reflected 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 $\chi^2$ divergence, both methods achieve total variation error $\varepsilon$ using $\widetilde O(\sqrt{\kappa}d^{1/4})$ 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 $\widetilde O(\kappa^{6/7}d^{1/4})$ expected oracle queries. In both regimes, the dependence on the target accuracy $\varepsilon$ is $\mathrm{polylog}(1/\varepsilon)$, making reflected proximal dynamics a promising framework for accelerated high-accuracy log-concave sampling.

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This story was published by arXiv cs.LG and written by Bo Yuan, Wei Guo, Yongxin Chen. SyncAI.news shows a preview; the complete article is on the publisher's site.

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