On the geometric ergodicity of Gibbs algorithm for lattice Gaussian sampling
Zheng Wang, Cong Ling
Abstract
Zheng Wang, Cong Ling
Abstract
Sampling from the lattice Gaussian distribution is emerging as an important problem in coding and cryptography. In this paper, the conventional Gibbs sampling algorithm is demonstrated to be geometrically ergodic in tackling with lattice Gaussian sampling, which means its induced Markov chain converges exponentially fast to the stationary distribution. Moreover, as the exponential convergence rate is dominated by the spectral radius of the forward operator of the Markov chain, a comprehensive analysis is given and we show that the convergence performance can be further enhanced by usages of blocked sampling strategy and choices of selection probabilities.
OpenAlex reports 5 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Sampling from the lattice Gaussian distribution is emerging as an important problem in coding and cryptography. In this paper, the conventional Gibbs sampling algorithm is demonstrated to be geometrically ergodic in tackling with lattice Gaussian sampling, which means its induced Markov chain converges exponentially fast to the stationary distribution. Moreover, as the exponential convergence rate is dominated by the spectral radius of the forward operator of the Markov chain, a comprehensive analysis is given and we show that the convergence performance can be further enhanced by usages of blocked sampling strategy and choices of selection probabilities.
Key concepts: Gibbs sampling, Markov chain, Ergodicity, Gaussian, Mathematics, Ergodic theory, Markov chain Monte Carlo, Algorithm