On two proofs of d squared mixing of weighted Dikin walks
cs.DS, cs.LG, math.OC, math.PR, stat.CO
Submitted: 2026-08-28
Updated: 2026-08-28
Comments: 36 pages. AI disclosure included
License: http://creativecommons.org/licenses/by/4.0/
The gist: We study the mixing time of weighted Dikin walks for sampling from exponential distributions on polytopes and truncated positive-semidefinite (PSD) cones.
Terminology
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, ν-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 O(d 2) mixing bound for sampling from polytopes, while applying it to a hybrid barrier yields an O(d 4) mixing bound for sampling from truncated PSD cones. Our second result establishes stronger χ squared-divergence guarantees and pointwise acceptance control using a new fourth-order bootstrap condition. For a suitably scaled Lee--Sidford metric, this yields an O(d 2) mixing bound in χ squared-divergence, improving on the previous O(d 9/4) bound.
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