The Geometry of Efficient Nonconvex Sampling
Santosh S. Vempala, Andre Wibisono

TL;DR
This paper introduces an efficient polynomial-time algorithm for uniform sampling from arbitrary compact bodies in high-dimensional space, generalizing previous methods for convex and star-shaped bodies under certain geometric conditions.
Contribution
It presents a novel sampling algorithm applicable to a broad class of nonconvex bodies, extending the scope of efficient sampling beyond convex and star-shaped sets.
Findings
Algorithm runs in polynomial time relative to dimension and geometric constants.
Generalizes known sampling methods for convex and star-shaped bodies.
Provides theoretical guarantees under isoperimetry and volume growth conditions.
Abstract
We present an efficient algorithm for uniformly sampling from an arbitrary compact body from a warm start under isoperimetry and a natural volume growth condition. Our result provides a substantial common generalization of known results for convex bodies and star-shaped bodies. The complexity of the algorithm is polynomial in the dimension, the Poincar\'e constant of the uniform distribution on and the volume growth constant of the set .
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Taxonomy
TopicsPoint processes and geometric inequalities · Markov Chains and Monte Carlo Methods · Geometry and complex manifolds
