Penalized Nonreversible Langevin for Constrained Sampling
We propose penalized nonreversible Langevin algorithms for sampling from $π(x)\propto e^{-f(x)}\mathbf 1_{\mathcal C}(x)$, where $\mathcal C\subset\mathbb R^d$ is a compact convex set. The algorithms combine a squared distance penalty with constant or compatible state dependent skew symmetric perturbations that preserve the penalized Gibbs distribution. For smooth, possibly nonconvex $f$, we derive nonasymptotic total variation bounds for the full gradient algorithm under a log Sobolev inequality. When unbiased stochastic gradients are available, we establish $2$-Wasserstein bounds under global contraction and Lipschitz conditions on the full drift in an adapted quadratic metric. For a fi...
| Authors | Pervez Ali, Weihao Dong, Xiaoyu Wang |
|---|---|
| Primary category | stat.ML |
| Published | 21 September 2026 |
| Last updated at source | 2 October 2026 |
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