Constrained and Composite Sampling via Proximal Sampler
arXiv:2602.14478v1 Announce Type: new Abstract: We study two log-concave sampling problems: constrained sampling and composite sampling. First, we consider sampling from a target distribution with density proportional to $exp(-f(x))$ supported on a convex set $K subset mathbb{R}^d$, where $f$ is convex. The main challenge is enforcing feasibility without degrading mixing. Using an epigraph transformation, we reduce this task to sampling from a nearly uniform distribution over a lifted convex set in $mathbb{R}^{d+1}$. We then solve the lifted problem […]