Log-Sobolev inequalities and sampling from log-concave distributions

成果类型:
Article
署名作者:
Frieze, A; Kannan, R
署名单位:
Carnegie Mellon University; Carnegie Mellon University
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
发表日期:
1999
页码:
14-26
关键词:
摘要:
We consider the problem of sampling according to a distribution with log-concave density F over a convex body K subset of or equal to 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.