Citation
A. Frieze et R. Kannan, Log-Sobolev inequalities and sampling from log-concave distributions, ANN APPL PR, 9(1), 1999, pp. 14-26
Citations number
8
Categorie Soggetti
Mathematics
Journal title
ANNALS OF APPLIED PROBABILITY
ISSN journal
10505164
→ ACNP
Volume
9
Issue
1
Year of publication
1999
Pages
14 - 26
Database
ISI
SICI code
1050-5164(199902)9:1<14:LIASFL>2.0.ZU;2-X
Abstract
We consider the problem of sampling according to a distribution with log-co
ncave density F over a convex body K subset of or equal to R-n. The samplin
g 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.