Sampling from Log-Concave Distributions

Authors
Frieze, Alan Kannan, Ravi Polson, Nick
Citation
Frieze, Alan et al., Sampling from Log-Concave Distributions, Annals of applied probability , 4(3), 1994, pp. 812-837
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
4
Issue
3
Year of publication
1994
Pages
812 - 837
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 prove polynomial upper bounds on the time to get a sample point with distribution close to F.