Log-Sobolev inequalities and sampling from log-concave distributions

Annals of Applied Probability

Volumn 9, Issue 1, 1999, Pages 14-26

  Frieze, Alan ^a   Kannan, Ravi ^a  

^a NONE

Author keywords

Log concave; Log Sobolev inequalities; Markov chains; Random walks

Indexed keywords

EID: 0033449220     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1029962595     Document Type: Article

References (8)

1. APPLEGATE, D. and KANNAN, R. (1991). Sampling and integration of log-concave functions. In Proceedings of the 23rd Annual ACM Symposium on Theory of Computing 156-163. ACM, New York.
2. DIACONIS, P. and SALOFF-COSTE, L. (1998). Logarithmic Sobolev inequalities for finite Markov chains. Unpublished manuscript.
3. FRIEZE, A. M., KANNAN, R. and POLSON, N. (1994). Sampling from log-concave distributions. Ann. Appl. Probab. 4 812-837.
4. 5) volume algorithm for convex bodies. Random Structures Algorithms. To appear.
5. LOVÁSZ, L. and SIMONOVITS, M. (1990). Mixing rate of Markov chains, an isoperimetric inequality and computing the volume. In Proceeding of the 31st Annual IEEE Symposium on Foundations of Computer Science 346-355. IEEE, New York.
6. LOVÂSZ, L. and SIMONOVITS, M. (1993). Random walks in a convex body and an improved volume algorithm. Random Structures Algorithms 4 359-412.
7. METROPOLIS, N., ROSENBERG, ROSENBLUTH, TELLER and TELLER (1953). Equation of state calculation by fast computing machines. J. Chemical Physics 21 1087-1092.
8. SINCLAIR, A. J. and JERRUM, M. R. (1989). Approximate counting, uniform generation and rapidly mixing Markov chains. Inform. and Comput. 82 93-133.