The query complexity of sampling from strongly log-concave distributions in one dimension
Statistics Theory
2021-06-11 v2 Machine Learning
Statistics Theory
Abstract
We establish the first tight lower bound of on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition number in one dimension. Whereas existing guarantees for MCMC-based algorithms scale polynomially in , we introduce a novel algorithm based on rejection sampling that closes this doubly exponential gap.
Keywords
Cite
@article{arxiv.2105.14163,
title = {The query complexity of sampling from strongly log-concave distributions in one dimension},
author = {Sinho Chewi and Patrik Gerber and Chen Lu and Thibaut Le Gouic and Philippe Rigollet},
journal= {arXiv preprint arXiv:2105.14163},
year = {2021}
}
Comments
19 pages, 4 figures