Hit-and-run from a corner

L. Lovász, Santosh Vempala

Research output: Contribution to journalArticle

85 Citations (Scopus)

Abstract

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, the ball walk can take exponentially many steps from some starting points. The proof extends to sampling an exponential density over a convex body.

Original languageEnglish
Pages (from-to)985-1005
Number of pages21
JournalSIAM Journal on Computing
Volume35
Issue number4
DOIs
Publication statusPublished - 2006

Fingerprint

Convex Body
Hits
Random walk
Sampling
Interior Point
Walk
Ball

Keywords

  • Isoperimetric inequalities
  • Random walks
  • Sampling

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computational Theory and Mathematics
  • Applied Mathematics

Cite this

Hit-and-run from a corner. / Lovász, L.; Vempala, Santosh.

In: SIAM Journal on Computing, Vol. 35, No. 4, 2006, p. 985-1005.

Research output: Contribution to journalArticle

Lovász, L. ; Vempala, Santosh. / Hit-and-run from a corner. In: SIAM Journal on Computing. 2006 ; Vol. 35, No. 4. pp. 985-1005.
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