Fall 2021

Sampling Convex Bodies: A Status Report

Thursday, Sep. 30, 2021 9:30 am10:10 am PDT

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Santosh Vempala (Georgia Tech)


Calvin Lab Auditorium and Zoom

The problem of sampling convex bodies (and logconcave densities) in high dimension has led to the development of a number of useful techniques, both algorithmic and analytic, such as isoperimetric inequalities and tools to analyze the convergence of Markov chains. In this talk, we will survey the state-of-the-art of the complexity of sampling, both in theory and in practice, paying special attention to the case of uniformly sampling polytopes.