Dikin walk

Log-concave Sampling from a Convex Body with a Barrier: a Robust and Unified Dikin Walk
(NeurIPS 2024) We design a Dikin walk for log-concave sampling over polytopes and spectrahedra with optimal mixing time and efficient per-iteration cost.
(Alphabetical) Yuzhou Gu, Nikki Lijing Kuang, Yi-An Ma, Zhao Song, Lichen Zhang
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Log-concave Sampling from a Convex Body with a Barrier: a Robust and Unified Dikin Walk