Random Walk Approach to Regret Minimization

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+	Universal Barrier is $n$-Self-Concordant	2018	Yin Tat Lee Man–Chung Yue
+	A Pseudo-Marginal Perspective on the ABC Algorithm	2014	Luke Bornn Natesh S. Pillai Aaron Smith Dawn B. Woodard
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+	One Pseudo-Sample is Enough in Approximate Bayesian Computation MCMC	2014	Luke Bornn Natesh S. Pillai Aaron Smith Dawn B. Woodard
+	Generalized Self-concordant Hessian-barrier algorithms	2019	Pavel Dvurechensky Mathias Staudigl César A. Uribe

Works Cited by This (14)

Action	Title	Year	Authors
+ PDF Chat	None	2001	Katy S. Azoury Manfred K. Warmuth
+	Interior-Point Polynomial Algorithms in Convex Programming	1994	Yurii Nesterov Arkadi Nemirovski
+	Randomized Interior Point methods for Sampling and Optimization	2009	Hariharan Narayanan
+	Geometric Random Walks: a Survey	2007	Santosh Vempala
+ PDF Chat	Concentration inequalities using the entropy method	2003	Stéphane Boucheron Gábor Lugosi Pascal Massart
+	Mirror descent and nonlinear projected subgradient methods for convex optimization	2003	Amir Beck Marc Teboulle
+ PDF Chat	A random polynomial-time algorithm for approximating the volume of convex bodies	1991	Martin Dyer Alan Frieze Ravi Kannan
+	None	2007	Remco van der Hofstad Gerard Hooghiemstra Piet Van Mieghem
+	Random walks on polytopes and an affine interior point method for linear programming	2009	Ravi Kannan Hariharan Narayanan
+	Simulated annealing in convex bodies and an <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"><mml:msup><mml:mrow><mml:mi>O</mml:mi></mml:mrow><mml:mrow><mml:mo>*</mml:mo></mml:mrow></mml:msup><mml:mo stretchy="false">(</mml:mo><mml:msup><mml:mrow><mml:mi>n</mml:mi></mml:mrow><mml:mrow><mml:mn>4</mml:mn></mml:mrow></mml:msup><mml:mo stretchy="false">)</mml:mo></mml:math> volume algorithm	2005	László Lovász Santosh Vempala