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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…
stat.CO2024
PolytopeWalk: Sparse MCMC Sampling over Polytopes
Benny Sun, Yuansi Chen
High dimensional sampling is an important computational tool in statistics and other computational disciplines, with applications ranging from Bayesian statistical uncertainty quan…