arXiv · 2411.09964
Geometric Optics Approximation Sampling: A Far-Field Reflector-Induced Transport Framework
Abstract
We develop a far-field geometric optics approximation sampling (GOAS) framework for constructing direct samplers from target measures. The method exploits the connection between the far-field reflector problem and optimal transport with logarithmic cost, leading to a natural primal--dual transport structure. The associated dual reflector provides a reciprocal backward transport and, in the invertible smooth setting, the inverse of the forward reflector map. For numerical realization, we adopt a supporting hyperparaboloid construction based on a discrete approximation of the target measure. This construction is gradient-free with respect to the target density and naturally accommodates both density-based and sample-based target representations. The resulting piecewise reflector admits two sampling realizations: a primal--dual consistency resampling strategy that operates directly on the nonsmooth reflector, and a softmin-regularized realization yielding an explicit smooth transport map through the physical law of reflection. We establish the well-posedness and stability of the reflector-induced sampling measure and derive Wasserstein error estimates. Numerical experiments on non-Gaussian targets and Bayesian inverse problems demonstrate the accuracy, stability, Wasserstein error behavior, and applicability of the proposed framework, and compare it with MCMC and polynomial transport-map methods.
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Zejun Sun, Guang-Hui Zheng. 2024-11-15. Geometric Optics Approximation Sampling: A Far-Field Reflector-Induced Transport Framework. https://arxiv.org/abs/2411.09964
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