Penalized Nonreversible Langevin for Constrained Sampling
arXiv:2609.25381v1 Announce Type: new Abstract: We propose penalized nonreversible Langevin algorithms for sampling from $\pi(x)\propto e^{-f(x)}\mathbf 1_{\mathcal C}(x)$, where $\mathcal C\subset\mathbb R^d$ is a compact convex set. The algorithms combine a squared distance penalty with constant…
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- 2026-09-24 04:00 · arXiv stat.ML
Penalized Nonreversible Langevin for Constrained Sampling