English

Sampling with Shielded Langevin Monte Carlo Using Navigation Potentials

Computation 2025-12-30 v1 Machine Learning Machine Learning

Abstract

We introduce shielded Langevin Monte Carlo (LMC), a constrained sampler inspired by navigation functions, capable of sampling from unnormalized target distributions defined over punctured supports. In other words, this approach samples from non-convex spaces defined as convex sets with convex holes. This defines a novel and challenging problem in constrained sampling. To do so, the sampler incorporates a combination of a spatially adaptive temperature and a repulsive drift to ensure that samples remain within the feasible region. Experiments on a 2D Gaussian mixture and multiple-input multiple-output (MIMO) symbol detection showcase the advantages of the proposed shielded LMC in contrast to unconstrained cases.

Keywords

Cite

@article{arxiv.2512.22153,
  title  = {Sampling with Shielded Langevin Monte Carlo Using Navigation Potentials},
  author = {Nicolas Zilberstein and Santiago Segarra and Luiz Chamon},
  journal= {arXiv preprint arXiv:2512.22153},
  year   = {2025}
}
R2 v1 2026-07-01T08:41:48.223Z