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cs.DS2026
On two proofs of mixing of weighted Dikin walks
Yuansi Chen, Yunbum Kook
We study the mixing time of weighted Dikin walks for sampling from exponential distributions on polytopes and truncated positive-semidefinite (PSD) cones. Our first result gives a…
cs.DS2024
Regularized Dikin Walks for Sampling Truncated Logconcave Measures, Mixed Isoperimetry and Beyond Worst-Case Analysis
Minhui Jiang, Yuansi Chen
We study the problem of drawing samples from a logconcave distribution truncated on a polytope, motivated by computational challenges in Bayesian statistical models with indicator…