Log-Sobolev inequalities and sampling from log-concave distributions

Authors
Frieze, Alan Kannan, Ravi
Citation
Frieze, Alan et Kannan, Ravi, Log-Sobolev inequalities and sampling from log-concave distributions, Annals of applied probability , 9(1), 1999, pp. 14-26
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
9
Issue
1
Year of publication
1999
Pages
14 - 26
Database
ACNP
SICI code
Abstract
We consider the problem of sampling according to a distribution with log-concave density F over a convex body K.Rn. 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.