On two proofs of mixing of weighted Dikin walks
Yuansi Chen, Yunbum Kook
Source 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, -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.
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