This is code repository the Amath 515 final project done by Charbel Abi Younes, Alex Johnson, Kaitlynn Lilly, and Wietse Vaes. In this repository, we implement the algorithm proposed by Adil Salim, Anna Korba, and Giulia Luise in their 2021 paper, The Wasserstein Proximal Gradient Alogorithm as well as one of the algorithm proposed by Andre Wibisono in his 2018 paper, Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem.