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Reducing Isotropy to KLS, A Faster Sampling Algorithm

Talkat Concentration of Measure Phenomena · 2020-10-19..10-22
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Claims a sampling algorithm that uses roughly n^{3.5} oracle calls for any convex body and, if the KLS conjecture holds, improves to n^{3}. It builds an iterative routine that maintains an inner ball, runs the ball-walk to gather r^2 samples per phase, computes empirical covariance, rescales directions with eigenvalues > n, and repeats for O(log n) phases. Proofs use matrix Chernoff bounds to control large eigenvalues; the procedure is proved to work and matches the stated runtimes.

AI-written summary · about

  1. 0:00Start
  2. 0:30Sampling Problem
  3. 4:10Ball Walk
  4. 9:54KLS Conjecture
  5. 38:17Extra motivation
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