Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation

We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural smoothness parameters of an associated Riemannian manifold. We then apply the method with the manifold defined by the log barrier function to the problems of (1) uniformly sampling a polytope and (2) computing its volume, the latter by extending Gaussian cooling to the manifold setting. In both cases, the total number of steps needed is O^{*}(mn^{\frac{2}{3}}), improving the state of the art. A key ingredient of our analysis is a proof of an analog of the KLS conjecture for Gibbs distributions over manifolds

Recent progress on the combinatorial diameter of polytopes and simplicial complexes

The Hirsch conjecture, posed in 1957, stated that the graph of a $d$-dimensional polytope or polyhedron with $n$ facets cannot have diameter greater than $n - d$. The conjecture itself has been disproved, but what we know about the underlying question is quite scarce. Most notably, no polynomial upper bound is known for the diameters that were conjectured to be linear. In contrast, no polyhedron violating the conjecture by more than 25% is known. This paper reviews several recent attempts and progress on the question. Some work in the world of polyhedra or (more often) bounded polytopes, but some try to shed light on the question by generalizing it to simplicial complexes. In particular, we include here our recent and previously unpublished proof that the maximum diameter of arbitrary simplicial complexes is in $n^{Theta(d)}$ and we summarize the main ideas in the polymath 3 project, a web-based collective effort trying to prove an upper bound of type nd for the diameters of polyhedra and of more general objects (including, e. g., simplicial manifolds).Comment: 34 pages. This paper supersedes one cited as "On the maximum diameter of simplicial complexes and abstractions of them, in preparation

The Discrete Fundamental Group of the Associahedron, and the Exchange Module

The associahedron is an object that has been well studied and has numerous applications, particularly in the theory of operads, the study of non-crossing partitions, lattice theory and more recently in the study of cluster algebras. We approach the associahedron from the point of view of discrete homotopy theory. We study the abelianization of the discrete fundamental group, and show that it is free abelian of rank $\binom{n+2}{4}$. We also find a combinatorial description for a basis of this rank. We also introduce the exchange module of the type $A_n$ cluster algebra, used to model the relations in the cluster algebra. We use the discrete fundamental group to the study of exchange module, and show that it is also free abelian of rank $\binom{n+2}{3}$.Comment: 16 pages, 4 figure

Fast MCMC sampling algorithms on polytopes

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya whereas the latter uses John's ellipsoids. We show that the Vaidya walk mixes in significantly fewer steps than the logarithmic-barrier based Dikin walk studied in past work. For a polytope in $\mathbb{R}^d$ defined by $n >d$ linear constraints, we show that the mixing time from a warm start is bounded as $\mathcal{O}(n^{0.5}d^{1.5})$, compared to the $\mathcal{O}(nd)$ mixing time bound for the Dikin walk. The cost of each step of the Vaidya walk is of the same order as the Dikin walk, and at most twice as large in terms of constant pre-factors. For the John walk, we prove an $\mathcal{O}(d^{2.5}\cdot\log^4(n/d))$ bound on its mixing time and conjecture that an improved variant of it could achieve a mixing time of $\mathcal{O}(d^2\cdot\text{polylog}(n/d))$. Additionally, we propose variants of the Vaidya and John walks that mix in polynomial time from a deterministic starting point. The speed-up of the Vaidya walk over the Dikin walk are illustrated in numerical examples.Comment: 86 pages, 9 figures, First two authors contributed equall