Log-concave Sampling from a Convex Body with a Barrier: a Robust and Unified Dikin Walk

Yuzhou Gu, Nikki Lijing Kuang, Yi-An Ma +2

We consider the problem of sampling from a $d$-dimensional log-concave distribution $\pi (\theta )\propto \exp (-f(\theta ))$ for $L$-Lipschitz $f$, constrained to a convex body with an efficient…