Hit-and-run mixes fast

Hit-and-run mixes fast
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DOI:
10.1007/s101070050099
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发表时间:
1999-12-01
影响因子:
2.7
通讯作者:
Lovász, L
Lovász, L
中科院分区:
数学2区
文献类型:
--
作者:
Lovász, L

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结果表明,从凸体k采样的“命中和运行”算法(由R.L. Smith介绍)在时间O*(n(2)r(2)r(2)/r(2))中,其中R和R和r是K的铭文和限制球的半径。因此,在适当的预处理后,命中和跑步会产生大约均匀分布的时间点O*(n(n(3)),与其他采样算法相匹配的最著名的界限。我们表明,就R,R和N而言,最大的界限是最好的。
It is shown that the "hit-and-run" algorithm for sampling from a convex body K (introduced by R.L. Smith) mixes in time O*(n(2)R(2)/r(2)), where R and r are the radii of the inscribed and circumscribed balls of K. Thus after appropriate preprocessing, hit-and-run produces an approximately uniformly distributed sample point in time O*(n(3)), which matches the best known bound for other sampling algorithms. We show that the bound is best possible in terms of R, r and n.