Paper ID: 2405.01425

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 previously known, namely in R\'enyi divergence (which implies TV, $\mathcal{W}_2$, KL, $\chi^2$). The proof departs from known approaches for polytime algorithms for the problem -- we utilize a stochastic diffusion perspective to show contraction to the target distribution with the rate of convergence determined by functional isoperimetric constants of the stationary density.

Submitted: May 2, 2024