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FOCS
2006
IEEE
13 years 9 months ago
Fast Algorithms for Logconcave Functions: Sampling, Rounding, Integration and Optimization
We prove that the hit-and-run random walk is rapidly mixing for an arbitrary logconcave distribution starting from any point in the support. This extends the work of [26], where t...
László Lovász, Santosh Vempal...
STOC
2004
ACM
89views Algorithms» more  STOC 2004»
14 years 3 months ago
Hit-and-run from a corner
We show that the hit-and-run random walk mixes rapidly starting from any interior point of a convex body. This is the first random walk known to have this property. In contrast, t...
László Lovász, Santosh Vempal...