Spectral Gaps of Hit-and-Run and Coordinate Hit-and-Run
For any convex body $\mathcal{K}\subset\mathbb{R}^{n}$ containing a unit ball, the spectral gap of Hit-and-Run is $Ω(1/(n^2 C_{\mathsf{PI}}))$, where $C_{\mathsf{PI}}$ is the Poincaré constant of the uniform distribution $π$ over $\mathcal{K}$. This implies that Hit-and-Run converges to a distribution within $χ^2$-divergence $\varepsilon$ of the uniform distribution $π$ in $O(n^2 C_{\mathsf{PI}}\log(M/\varepsilon))$ steps from any starting distribution $π_0$ with $M=χ^2(π_{0}\,\|\,π)$, thus refining the known bound of $O(n^2 R^2 \log(M/\varepsilon))$ by Lovász and Vempala (2004) in terms of th
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- LinkedLinked via arxiv author · 85%Yunbum Kook →
“Spectral Gaps of Hit-and-Run and Coordinate Hit-and-Run”
- LinkedLinked via arxiv author · 85%Santosh S. Vempala →
“Spectral Gaps of Hit-and-Run and Coordinate Hit-and-Run”
