On the mixing time of coordinate Hit-and-Run

Abstract

AbstractWe obtain a polynomial upper bound on the mixing time $T_{CHR}(\epsilon)$ of the coordinate Hit-and-Run (CHR) random walk on an $n-$ dimensional convex body, where $T_{CHR}(\epsilon)$ is the number of steps needed to reach within $\epsilon$ of the uniform distribution with respect to the total variation distance, starting from a warm start (i.e., a distribution which has a density with respect to the uniform distribution on the convex body that is bounded above by a constant). Our upper bound is polynomial in n, R and $\frac{1}{\epsilon}$ , where we assume that the convex body contains the unit $\Vert\cdot\Vert_\infty$ -unit ball $B_\infty$ and is contained in its R-dilation $R\cdot B_\infty$ . Whether CHR has a polynomial mixing time has been an open question.