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
中科院分区:
文献类型:
--
作者:
Lovász, L
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.