54 research outputs found
Spectral gap for some invariant log-concave probability measures
We show that the conjecture of Kannan, Lov\'{a}sz, and Simonovits on
isoperimetric properties of convex bodies and log-concave measures, is true for
log-concave measures of the form on and
on , where is the norm associated
to any convex body already satisfying the conjecture. In particular, the
conjecture holds for convex bodies of revolution.Comment: To appear in Mathematika. This version can differ from the one
published in Mathematik
Approaching Eldan’s and Lee & Vempala’s bounds for the KLS conjecture in a unified method
La principal idea de este artículo es revisar las pruebas de las mejores estimaciones conocidas para la conjetura KLS de salto espectral, demostradas por Eldan y Lee & Vempala, aplicando el esquema de localización de Eldan a dos sistemas de ecuaciones diferenciales estocásticas diferentes. Damos una prueba unificada de estas dos acotaciones obteniendo la estimación de Eldan desde el sistema de ecuaciones diferenciales estocásticas considerado por Lee & Vempala
Distribution of mass in high-dimensional convex bodies
In this paper we will explore the interaction between convex geometry and proba-bility in the study of the distribution of volume in high-dimensional convex bodies. On the one hand, a convex body K in Rn can be understood as a probability space whenthe normalized Lebesgue measure is considered. Thus, probabilistic tools become veryhandy in the study of the behavior of a random vector uniformly distributed inK.This leads to the understanding of how the volume is distributed in a convex body andthe obtention of geometric inequalities. On the other hand, when considering lower-dimensional marginals of the uniform probability measure onK, we leave the class ofuniform probabilities on convex bodies but remain in the class of log-concave probabilities. Many geometric inequalities can be extended to the context of log-concaveprobabilities, leading to functional inequalities for log- concave functions
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
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