Sampling from convex sets with a cold start using multiscale decompositions

DOI10.1007/S00440-024-01341-WMaRDI QIDQ6988567zbMATH OpenFDO

Authors Hariharan Narayanan, Amit Rajaraman, Piyush Srivastava

Publication date 4 May 2025

Published in Probability Theory and Related Fields (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00440-024-01341-W

zbMATH Keywords

convex setsMarkov chainmultiscale decompositionsrandom walks

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Analysis of algorithms (68W40)

Cites work

• A random polynomial-time algorithm for approximating the volume of convex bodies
• A sharp form of Whitney's extension theorem
• Analytic extensions of differentiable functions defined in closed sets.
• Blocking Conductance and Mixing in Random Walks
• Bounds on conditional probabilities with applications in multi-user communication
• Brunn-Minkowski Theory and Cauchy’s Surface Area Formula
• Condition. The geometry of numerical algorithms
• Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
• Edge isoperimetry and rapid mixing on matroids and geometric Markov chains
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Fast MCMC sampling algorithms on polytopes
• Faster mixing via average conductance
• Faster polytope rounding, sampling, and volume computation via a sub-linear ball walk
• Fitting a C^m-smooth function to data. II
• Geodesic walks in polytopes
• Geometric measure theory.
• Hit-and-Run from a Corner
• Hit-and-run mixes fast
• scientific article; zbMATH DE number 18983 (Why is no real title available?)
• scientific article; zbMATH DE number 66476 (Why is no real title available?)
• scientific article; zbMATH DE number 1281304 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• Localization schemes: a framework for proving mixing bounds for Markov chains (extended abstract)
• Measure theory and fine properties of functions
• On the existence of certain singular integrals
• On the mixing time of coordinate Hit-and-Run
• Optimal numberings and isoperimetric problems on graphs
• Random walks in a convex body and an improved volume algorithm
• Random walks on polytopes and an affine interior point method for linear programming
• Randomized interior point methods for sampling and optimization
• Simulated annealing in convex bodies and an \(O^{*}(n^{4}\)) volume algorithm
• Strong self-concordance and sampling
• The manifold joys of sampling (invited talk)

This page was built for publication: Sampling from convex sets with a cold start using multiscale decompositions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6988567)