most citedIn-and-Out: Algorithmic Diffusion for Sampling Convex Bodies

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2024

Covariance estimation using Markov chain Monte Carlo

Yunbum Kook, Matthew S. Zhang

We investigate the complexity of covariance matrix estimation for Gibbs distributions based on dependent samples from a Markov chain. We show that when satisfies a Poincaré ine…

cs.DS2024

Rényi-infinity constrained sampling with membership queries

Yunbum Kook, Matthew S. Zhang

Uniform sampling over a convex body is a fundamental algorithmic problem, yet the convergence in KL or Rényi divergence of most samplers remains poorly understood. In this work, we…

cs.DS2024★ 1 cited

In-and-Out: Algorithmic Diffusion for Sampling Convex Bodies

Yunbum Kook, Santosh S. Vempala, Matthew S. Zhang

We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than prev…