English

Gaussian Cooling and O*(n^3) Algorithms for Volume and Gaussian Volume

Data Structures and Algorithms 2016-12-06 v3 Computational Complexity Functional Analysis

Abstract

We present an O(n3)O^*(n^3) randomized algorithm for estimating the volume of a well-rounded convex body given by a membership oracle, improving on the previous best complexity of O(n4)O^*(n^4). The new algorithmic ingredient is an accelerated cooling schedule where the rate of cooling increases with the temperature. Previously, the known approach for potentially achieving this asymptotic complexity relied on a positive resolution of the KLS hyperplane conjecture, a central open problem in convex geometry. We also obtain an O(n3)O^*(n^3) randomized algorithm for integrating a standard Gaussian distribution over an arbitrary convex set containing the unit ball. Both the volume and Gaussian volume algorithms use an improved algorithm for sampling a Gaussian distribution restricted to a convex body. In this latter setting, as we show, the KLS conjecture holds and for a spherical Gaussian distribution with variance σ2\sigma^2, the sampling complexity is O(max{n3,σ2n2})O^*(\max\{n^3, \sigma^2n^2\}) for the first sample and O(max{n2,σ2n2})O^*(\max\{n^2, \sigma^2n^2\}) for every subsequent sample.

Keywords

Cite

@article{arxiv.1409.6011,
  title  = {Gaussian Cooling and O*(n^3) Algorithms for Volume and Gaussian Volume},
  author = {Ben Cousins and Santosh Vempala},
  journal= {arXiv preprint arXiv:1409.6011},
  year   = {2016}
}

Comments

This paper is a combination of two previously published conference papers: "A Cubic Algorithm for Computing Gaussian Volume" (SODA 2014, arXiv:1306.5829) and "Bypassing KLS: Gaussian Cooling and an $O^*(n^3)$ Volume Algorithm" (STOC 2015). Additionally, this version has a major simplification to the main proof in the latter conference paper. (Lemma 3.2 in this version) 36 pages