English

Eldan's Stochastic Localization and the KLS Conjecture: Isoperimetry, Concentration and Mixing

Functional Analysis 2019-01-29 v3 Computational Geometry Data Structures and Algorithms Metric Geometry Probability

Abstract

We show that the Cheeger constant for nn-dimensional isotropic logconcave measures is O(n1/4)O(n^{1/4}), improving on the previous best bound of O(n1/3logn).O(n^{1/3}\sqrt{\log n}). As corollaries we obtain the same improved bound on the thin-shell estimate, Poincar\'{e} constant and Lipschitz concentration constant and an alternative proof of this bound for the isotropic (slicing) constant; it also follows that the ball walk for sampling from an isotropic logconcave density in Rn{\bf R}^{n} converges in O(n2.5)O^{*}(n^{2.5}) steps from a warm start. The proof is based on gradually transforming any logconcave density to one that has a significant Gaussian factor via a Martingale process. Extending this proof technique, we prove that the log-Sobolev constant of any isotropic logconcave density in Rn{\bf R}^{n} with support of diameter DD is Ω(1/D)\Omega(1/D), resolving a question posed by Frieze and Kannan in 1997. This is asymptotically the best possible estimate and improves on the previous bound of Ω(1/D2)\Omega(1/D^{2}) by Kannan-Lov\'{a}sz-Montenegro. It follows that for any isotropic logconcave density, the ball walk with step size δ=Θ(1/n)\delta=\Theta(1/\sqrt{n}) mixes in O(n2D)O\left(n^{2}D\right) proper steps from \emph{any }starting point. This improves on the previous best bound of O(n2D2)O(n^{2}D^{2}) and is also asymptotically tight. The new bound leads to the following large deviation inequality for an LL-Lipschitz function gg over an isotropic logconcave density pp: for any t>0t>0, Prxp(g(x)gˉLt)exp(ct2t+n) Pr_{x\sim p}\left(\left|g(x)-\bar{g}\right|\geq L\cdot t\right)\leq\exp(-\frac{c\cdot t^{2}}{t+\sqrt{n}}) where gˉ\bar{g} is the median or mean of gg for xpx\sim p; this generalizes and improves on previous bounds by Paouris and by Guedon-Milman. The technique also bounds the ``small ball'' probability in terms of the Cheeger constant, and recovers the current best bound.

Keywords

Cite

@article{arxiv.1612.01507,
  title  = {Eldan's Stochastic Localization and the KLS Conjecture: Isoperimetry, Concentration and Mixing},
  author = {Yin Tat Lee and Santosh S. Vempala},
  journal= {arXiv preprint arXiv:1612.01507},
  year   = {2019}
}

Comments

This version merges arXiv:1612.01507 and arXiv:1712.01791