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Independent Metropolis-Hastings-Klein algorithm for lattice Gaussian sampling

机译:独立Metropolis-Hastings-Klein算法进行格子高斯采样

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Sampling from the lattice Gaussian distribution is emerging as an important problem in coding and cryptography. In this paper, a Markov chain Monte Carlo (MCMC) algorithm referred to as the independent Metropolis-Hastings-Klein (MHK) algorithm is proposed for lattice Gaussian sampling, which overcomes the restriction on the standard deviation confronted by the Klein algorithm. It is proven that the Markov chain arising from the proposed MHK algorithm is uniformly ergodic, namely, it converges to the stationary distribution exponentially fast. Moreover, the rate of convergence is explicitly calculated in terms of the theta series, making it possible to predict the mixing time of the underlying Markov chain.
机译:从晶格高斯分布采样正在成为编码和密码学中的一个重要问题。本文提出了一种马尔可夫链蒙特卡罗(MCMC)算法,称为独立Metropolis-Hastings-Klein(MHK)算法,用于格子高斯采样,克服了Klein算法对标准偏差的限制。事实证明,提出的MHK算法产生的马尔可夫链是遍历遍历的,即以指数级速度快速收敛到平稳分布。此外,收敛速度是根据theta级数明确计算的,从而可以预测基础马尔可夫链的混合时间。

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