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

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