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August, 1994 Sampling from Log-Concave Distributions
Alan Frieze, Ravi Kannan, Nick Polson
Ann. Appl. Probab. 4(3): 812-837 (August, 1994). DOI: 10.1214/aoap/1177004973

Abstract

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 $F$.

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Alan Frieze. Ravi Kannan. Nick Polson. "Sampling from Log-Concave Distributions." Ann. Appl. Probab. 4 (3) 812 - 837, August, 1994. https://doi.org/10.1214/aoap/1177004973

Information

Published: August, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0813.60060
MathSciNet: MR1284987
Digital Object Identifier: 10.1214/aoap/1177004973

Subjects:
Primary: 60J15
Secondary: 68Q25

Keywords: log-concave functions , Random walk , sampling

Rights: Copyright © 1994 Institute of Mathematical Statistics

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Vol.4 • No. 3 • August, 1994
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