论文信息 - Sampling from log-concave distributions

Sampling from log-concave distributions

We consider the problem of sampling according to a distribution with log-concave density F over a convex body K R n. The sampling is done using a biassed random walk and we prove polynomial upper bounds on the time to get a sample point with distribution close to F .

Nicholas G. Polson | A. Frieze | R. Kannan

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