Sampling from convex sets with a cold start using multiscale decompositions
A standard approach for sampling approximately uniformly from a convex body K ⊆ R n is to run a random walk within K. The requirement is that starting from a suitable initial distribution, the random walk should “mix rapidly”, i.e., after a number of steps that is polynomial in n and the aspect rati...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2024
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| Online Access: | https://hdl.handle.net/1721.1/157860 |