Abstract
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.
Citation
Alan Frieze. Ravi Kannan. "Log-Sobolev inequalities and sampling from log-concave distributions." Ann. Appl. Probab. 9 (1) 14 - 26, February 1999. https://doi.org/10.1214/aoap/1029962595
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