Log-Sobolev inequalities and sampling from log-concave distributions
Open Access
- 1 February 1999
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 9 (1) , 14-26
- https://doi.org/10.1214/aoap/1029962595
Abstract
We consider the problem of sampling according to a distribution with log-concavedensity F over a convex body K ` Rn. The sampling is done using a biased randomwalk and we give improved polynomial upper bounds on the time to get a sample pointwith distribution close to F .1 IntroductionThis paper is concerned with the efficient sampling of random points from Rnwhere theunderlying density F is log-concave (i.e. log F is concave). This is a natural restriction whichis satisfied by...Keywords
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