I will present a modified log-Sobolev inequality for r-homogeneous strongly log-concave distributions. As a consequence, we obtain an asymptotically optimal mixing time bound for the bases-exchange chain, and a concentration bound for such distributions.
The proof is simple and elementary. No functional analysis is involved.
Joint work with Mary Cryan and Giorgos Mousa.
2019-06-18 13:00 ~ 13:45
Heng Guo, University of Edinburgh
Room 102, School of Information Management & Engineering, Shanghai University of Finance & Economics