惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

J
Java Code Geeks
T
Tailwind CSS Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
L
LangChain Blog
博客园 - 【当耐特】
I
InfoQ
腾讯CDC
人人都是产品经理
人人都是产品经理
H
Help Net Security
Y
Y Combinator Blog
B
Blog
博客园 - Franky
Microsoft Security Blog
Microsoft Security Blog
Stack Overflow Blog
Stack Overflow Blog
The Cloudflare Blog
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
WordPress大学
WordPress大学
H
Hackread – Cybersecurity News, Data Breaches, AI and More
博客园 - 叶小钗
D
Docker
博客园 - 聂微东
B
Blog RSS Feed
G
Google Developers Blog

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Sampling from convex sets with a cold start using multisc...
Hariharan Narayanan, Amit Rajaraman, Piyush Srivastava · 2022-11-09 · via math.PR updates on arXiv.org

Running a random walk in a convex body $K\subseteq\mathbb{R}^n$ is a standard approach to sample approximately uniformly from the body. The requirement is that from a suitable initial distribution, the distribution of the walk comes close to the uniform distribution $π_K$ on $K$ after a number of steps polynomial in $n$ and the aspect ratio $R/r$ (i.e., when $rB_2 \subseteq K \subseteq RB_{2}$). Proofs of rapid mixing of such walks often require the probability density $η_0$ of the initial distribution with respect to $π_K$ to be at most $\mathrm{poly}(n)$: this is called a "warm start". Achieving a warm start often requires non-trivial pre-processing before starting the random walk. This motivates proving rapid mixing from a "cold start", wherein $η_0$ can be as high as $\exp(\mathrm{poly}(n))$. Unlike warm starts, a cold start is usually trivial to achieve. However, a random walk need not mix rapidly from a cold start: an example being the well-known "ball walk". On the other hand, Lovász and Vempala proved that the "hit-and-run" random walk mixes rapidly from a cold start. For the related coordinate hit-and-run (CHR) walk, which has been found to be promising in computational experiments, rapid mixing from a warm start was proved only recently but the question of rapid mixing from a cold start remained open. We construct a family of random walks inspired by classical decompositions of subsets of $\mathbb{R}^n$ into countably many axis-aligned dyadic cubes. We show that even with a cold start, the mixing times of these walks are bounded by a polynomial in $n$ and the aspect ratio. Our main technical ingredient is an isoperimetric inequality for $K$ for a metric that magnifies distances between points close to the boundary of $K$. As a corollary, we show that the CHR walk also mixes rapidly both from a cold start and from a point not too close to the boundary of $K$.