On two proofs of $d^2$ mixing of weighted Dikin walks
Abstract
We study the mixing time of weighted Dikin walks for sampling from exponential distributions on polytopes and truncated positive-semidefinite (PSD) cones. Our first result gives a general total-variation mixing bound under strong self-concordance, $\barν$-symmetry, and mixed-trace regularity on the local metric. The key idea is to control the Metropolis--Hastings acceptance probability on a high-probability region rather than at every point. Applying this framework to the Lee--Sidford, Lewis-wei...
Description / Details
We study the mixing time of weighted Dikin walks for sampling from exponential distributions on polytopes and truncated positive-semidefinite (PSD) cones. Our first result gives a general total-variation mixing bound under strong self-concordance, -symmetry, and mixed-trace regularity on the local metric. The key idea is to control the Metropolis--Hastings acceptance probability on a high-probability region rather than at every point. Applying this framework to the Lee--Sidford, Lewis-weight, and John metrics yields an mixing bound for sampling from polytopes, while applying it to a hybrid barrier yields an mixing bound for sampling from truncated PSD cones. Our second result establishes stronger -divergence guarantees and pointwise acceptance control using a new fourth-order bootstrap condition. For a suitably scaled Lee--Sidford metric, this yields an mixing bound in -divergence, improving on the previous bound.
Source: arXiv:2608.28566v1 - http://arxiv.org/abs/2608.28566v1 PDF: https://arxiv.org/pdf/2608.28566v1 Original Link: http://arxiv.org/abs/2608.28566v1
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Aug 31, 2026
Mathematics
Mathematics
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