English

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 TCHR(ϵ)T_{CHR}(\epsilon) of the coordinate Hit-and-Run random walk on an nn-dimensional convex body, where TCHR(ϵ)T_{CHR}(\epsilon) is the number of steps needed in order to reach within ϵ\epsilon 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 n,Rn, R and 1ϵ\frac{1}{\epsilon}, where we assume that the convex body contains the unit \Vert\cdot\Vert_\infty-unit ball BB_\infty and is contained in its RR-dilation RBR\cdot B_\infty. 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}
}

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