A General Framework for Metropolis-Adjusted Dikin Walks: Dimension-Square Mixing on Polytopes and Log-Det Walks on Spectrahedra
cs.DS, stat.ML
Submitted: 2026-08-26
Updated: 2026-08-26
License: http://creativecommons.org/licenses/by-nc-sa/4.0/
The gist: We analyze exact-metric, Metropolis-adjusted Dikin walks by keeping the proposal determinant and reverse quadratic form together.
Terminology
Abstract
We analyze exact-metric, Metropolis-adjusted Dikin walks by keeping the proposal determinant and reverse quadratic form together. Their leading uncentered terms cancel in the complete logarithmic acceptance ratio, leaving centered fluctuations that can be controlled with second-order tools. For a polytope given by n inequalities and a convex L-Lipschitz potential, this yields warm-start mixing in O((d squared+dL squaredR squared) (w/δ)) steps for the regularized Lee--Sidford walk. For a spectrahedron with n times n blocks, the log-det walk mixes in O((ψ nd+dL squaredR squared) (w/δ)) steps, where ψ measures matrix leverage. The two analyses share an acceptance-to-mixing reduction. A proposal-comparison argument transfers the polytope bound to an appropriately padded O(1/d) -accurate metric computed from high-precision Lewis weights. For spectrahedra, given ψ ψ, a direct-or-two-seed TensorSRHT construction gives an exact-arithmetic implementation with ψ replaced by ψ in the mixing bound.
Sources
- Log-concave Sampling from a Convex Body with a Barrier: a Robust and Unified Dikin Walk
- Computing Lewis weights to high precision using local relative smoothness
- Beyond the $d^{2.5}$-mixing bound for Dikin walks on polytopes
- Solving Linear Programs with Sqrt(rank) Linear System Solves
Related papers
- Cascaded Learned Bloom Filter for Optimizing Model-Filter Size Balance and Fast Rejection
- Edge-Private Matching Kernels Through Local Decoding
- Local Node Differential Privacy
- Cheaper by the Batch: Shared Traversal for Genotype Graph Editing
- Scalable Algorithms for Approximate DNF Model Counting
- On the Approximation Relationship between Optimizing Ratio of Submodular (RS) and Difference of Submodular (DS) Functions