We consider the problem of sampling according to a distribution with log-concave density $F$ over a convex body $K \subseteq \mathbb{R}^n$. The sampling is done using a biased random walk, and we prove polynomial upper bounds on the time to get a sample point with distribution close to $F$.
Publié le : 1994-08-14
Classification:
Sampling,
random walk,
log-concave functions,
60J15,
68Q25
@article{1177004973,
author = {Frieze, Alan and Kannan, Ravi and Polson, Nick},
title = {Sampling from Log-Concave Distributions},
journal = {Ann. Appl. Probab.},
volume = {4},
number = {4},
year = {1994},
pages = { 812-837},
language = {en},
url = {http://dml.mathdoc.fr/item/1177004973}
}
Frieze, Alan; Kannan, Ravi; Polson, Nick. Sampling from Log-Concave Distributions. Ann. Appl. Probab., Tome 4 (1994) no. 4, pp. 812-837. http://gdmltest.u-ga.fr/item/1177004973/