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cs.DS2026
A General Framework for Metropolis-Adjusted Dikin Walks: Dimension-Square Mixing on Polytopes and Log-Det Walks on Spectrahedra
Zhao Song, Lichen Zhang
We analyze exact-metric, Metropolis-adjusted Dikin walks by keeping the proposal determinant and reverse quadratic form together. Their leading uncentered terms cancel in the compl…
cs.DS2024
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 -dimensional log-concave distribution for -Lipschitz , constrained to a convex body with an efficient…