Gaussian Cooling and O*(n^3) Algorithms for Volume and Gaussian Volume

preprint2016arXivOpen access

Abstract

We present an O∗(n3)O^*(n^3) randomized algorithm for estimating the volume of a well-rounded convex body given by a membership oracle, improving on the previous best complexity of O∗(n4)O^*(n^4). The new algorithmic ingredient is an accelerated cooling schedule where the rate of cooling increases with the temperature. Previously, the known approach for potentially achieving this asymptotic complexity relied on a positive resolution of the KLS hyperplane conjecture, a central open problem in convex geometry. We also obtain an O∗(n3)O^*(n^3) randomized algorithm for integrating a standard Gaussian distribution over an arbitrary convex set containing the unit ball. Both the volume and Gaussian volume algorithms use an improved algorithm for sampling a Gaussian distribution restricted to a convex body. In this latter setting, as we show, the KLS conjecture holds and for a spherical Gaussian distribution with variance σ2σ^2, the sampling complexity is O∗(max⁡{n3,σ2n2})O^*(\max\{n^3, σ^2n^2\}) for the first sample and O∗(max⁡{n2,σ2n2})O^*(\max\{n^2, σ^2n^2\}) for every subsequent sample.

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