SAMPLING FROM LOG-CONCAVE DISTRIBUTIONS
成果类型：
Article
署名作者：
Frieze, Alan; Kannan, Ravi; Polson, Nick
署名单位：
Carnegie Mellon University; Telcordia Technologies; Carnegie Mellon University; University of Chicago
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004973
发表日期：
1994
页码：
812-837
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 R-n. The sampling is dine using a biased random walk, and polynomial upper bounds on the time to get a sample point with disribution close to F.