Hit-and-run from a corner

László Lovász, Santosh Vempala

Research output: Contribution to journalArticle

88 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 - Aug 21 2006

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Keywords

  • Isoperimetric inequalities
  • Random walks
  • Sampling

ASJC Scopus subject areas

  • Computer Science(all)
  • Mathematics(all)

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