On two proofs of mixing of weighted Dikin walks
Organizations: ETH ZÜrich · University of Michigan
Abstract
We study the mixing time of weighted Dikin walks for sampling from exponential distributions on polytopes and truncated positive-semidefinite (PSD) cones. Our first result gives a general total-variation mixing bound under strong self-concordance, -symmetry, and mixed-trace regularity on the local metric. The key idea is to control the Metropolis--Hastings acceptance probability on a high-probability region rather than at every point. Applying this framework to the Lee--Sidford, Lewis-weight, and John metrics yields an mixing bound for sampling from polytopes, while applying it to a hybrid barrier yields an mixing bound for sampling from truncated PSD cones. Our second result establishes stronger -divergence guarantees and pointwise acceptance control using a new fourth-order bootstrap condition. For a suitably scaled Lee--Sidford metric, this yields an mixing bound in -divergence, improving on the previous bound.
Figures & tables
| Framework | Acceptance control | Metric assumptions | Conductance | Guarantee | Applications |
|---|---|---|---|---|---|
| Theorem 1 | High-prob. region | SSC, -symmetry, mixed -trace | -conductance | TV | LS, Lewis-weight, John, hybrid PSD |
| Theorem 2 | Pointwise | Above conditions, LTSC, fourth-order bootstrap | Conductance | Scaled LS |