2 papers
cs.DS2026
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…
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 i…