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The query complexity of sampling from strongly log-concave distributions in one dimension

Abstract

We establish the first tight lower bound of Ω(loglogκ)\Omega(\log\log\kappa) on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition number κ\kappa in one dimension. Whereas existing guarantees for MCMC-based algorithms scale polynomially in κ\kappa, we introduce a novel algorithm based on rejection sampling that closes this doubly exponential gap.

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