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Rapid Mixing of Geodesic Walks on Manifolds with Positive Curvature

Abstract

We introduce a Markov chain for sampling from the uniform distribution on a Riemannian manifold M\mathcal{M}, which we call the geodesic walk\textit{geodesic walk}. We prove that the mixing time of this walk on any manifold with positive sectional curvature Cx(u,v)C_{x}(u,v) bounded both above and below by 0<m2Cx(u,v)M2<0 < \mathfrak{m}_{2} \leq C_{x}(u,v) \leq \mathfrak{M}_2 < \infty is O(M2m2)\mathcal{O}^*\left(\frac{\mathfrak{M}_2}{\mathfrak{m}_2}\right). In particular, this bound on the mixing time does not depend explicitly on the dimension of the manifold. In the special case that M\mathcal{M} is the boundary of a convex body, we give an explicit and computationally tractable algorithm for approximating the exact geodesic walk. As a consequence, we obtain an algorithm for sampling uniformly from the surface of a convex body that has running time bounded solely in terms of the curvature of the body.

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