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New analysis refines spectral gaps for Hit-and-Run Markov chains

Researchers have analyzed the spectral gaps of Hit-and-Run and Coordinate Hit-and-Run Markov chains for convex bodies. The study refines existing convergence bounds for Hit-and-Run, improving the dimension dependence from cubic to nearly quadratic. This work connects the convergence of Hit-and-Run to Poincaré and KLS constants, a technique previously used for the Ball walk. The analysis also introduces a new method using duality and calculus, which leads to improved mixing times for Coordinate Hit-and-Run. AI

RANK_REASON The cluster contains an academic paper detailing theoretical research on Markov chains. [lever_c_demoted from research: ic=1 ai=0.4]

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New analysis refines spectral gaps for Hit-and-Run Markov chains

COVERAGE [1]

  1. arXiv cs.LG TIER_1 English(EN) · Yunbum Kook, Santosh S. Vempala ·

    Spectral Gaps of Hit-and-Run and Coordinate Hit-and-Run

    arXiv:2608.16878v1 Announce Type: cross Abstract: For any convex body $\mathcal{K}\subset\mathbb{R}^{n}$ containing a unit ball, the spectral gap of Hit-and-Run is $\Omega(1/(n^2 C_{\mathsf{PI}}))$, where $C_{\mathsf{PI}}$ is the Poincar\'e constant of the uniform distribution $\…