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

Bo Yuan, Wei Guo, Yongxin Chen

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 proxi…