Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo

Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou +1

We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex body. We prove that, starting from…