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

Bo Yuan, Wei Guo, Yongxin Chen

We study sampling from $π(x)\propto\mathrm{e}^{-V(x)}$ on $\mathbb{R}^d$, where $V$ is $α$-strongly convex and $β$-smooth with condition number $κ=β/α$. For this problem, the proximal sampler preserves the target exactly and recovers overdamped Langevin dynamics in the small-step limit, but its Gaussian resampling step discards directional information. Underdamped Langevin dynamics retains such information through momentum to accelerate exploration, motivating a proximal construction that combines target preservation with directional persistence. We introduce \textit{reflected proximal dynamics}, which combines proximal sampling with an exact reflection of the auxiliary variable, conditional kinetic motion, and controlled refreshment. We develop two realizations: a flux-resampled underdamped half-turn and a persistent-momentum quarter-turn. From a warm start with constant $χ^2$ divergence, both methods achieve total variation error $\varepsilon$ using $\widetilde O(\sqrtκd^{1/4})$ expected oracle queries. We further remove the supplied warm-start assumption by combining either sampler with existing posterior samplers in a proximal initialization stage with an optimized coarse…