22/06/2020

Strong self-concordance and sampling

Aditi Laddha, Yin Tat Lee, Santosh Vempala

Keywords: polytopes, markov chains, self-concordance, sampling

Abstract: Motivated by the Dikin walk, we develop aspects of the interior-point theory for sampling in high dimension. Specifically, we introduce the notions of strong self-concordance and symmetry for a barrier. These properties imply that the Dikin walk defined using a strongly self-concordant barrier with symmetry parameter ν mixes in Õ(nν) steps from a warm start for a convex body in ℝn. For many natural barriers, ν is roughly bounded by ν, the standard self-concordance parameter. We also show that these properties hold for the Lee-Sidford barrier. As a consequence, we obtain the first walk that mixes in Õ(n2) steps for an arbitrary polytope in ℝn. Strong self-concordance for other barriers leads to an interesting (and unexpected) connection — for the universal and entropic barriers, it is implied by the KLS conjecture.

 0
 0
 0
 0
This is an embedded video. Talk and the respective paper are published at STOC 2020 virtual conference. If you are one of the authors of the paper and want to manage your upload, see the question "My papertalk has been externally embedded..." in the FAQ section.

Comments

Post Comment
no comments yet
code of conduct: tbd

Similar Papers