On the mixing time of coordinate Hit-and-Run
Data Structures and Algorithms
2022-04-12 v3 Computational Geometry
Probability
Abstract
We obtain a polynomial upper bound on the mixing time of the coordinate Hit-and-Run random walk on an dimensional convex body, where is the number of steps needed in order to reach within of the uniform distribution with respect to the total variation distance, starting from a warm start (i.e., a distribution which has a density with respect to the uniform distribution on the convex body that is bounded above by a constant). Our upper bound is polynomial in and , where we assume that the convex body contains the unit -unit ball and is contained in its -dilation . Whether coordinate Hit-and-Run has a polynomial mixing time has been an open question.
Keywords
Cite
@article{arxiv.2009.14004,
title = {On the mixing time of coordinate Hit-and-Run},
author = {Hariharan Narayanan and Piyush Srivastava},
journal= {arXiv preprint arXiv:2009.14004},
year = {2022}
}
Comments
Close to the final published version