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 $F$.
Citation
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
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