We consider the problem of sampling according to a distribution with
log-concave density F over a convex body $K \subseteq \mathbf{R}^n$. The
sampling is done using a biased random walk and we give improved polynomial
upper bounds on the time to get a sample point with distribution close to
F.
Publié le : 1999-02-14
Classification:
Log-Sobolev inequalities,
Markov chains,
random walks,
log-concave,
68Q20,
60J15
@article{1029962595,
author = {Frieze, Alan and Kannan, Ravi},
title = {Log-Sobolev inequalities and sampling from log-concave
distributions},
journal = {Ann. Appl. Probab.},
volume = {9},
number = {1},
year = {1999},
pages = { 14-26},
language = {en},
url = {http://dml.mathdoc.fr/item/1029962595}
}
Frieze, Alan; Kannan, Ravi. Log-Sobolev inequalities and sampling from log-concave
distributions. Ann. Appl. Probab., Tome 9 (1999) no. 1, pp. 14-26. http://gdmltest.u-ga.fr/item/1029962595/