On the geometric ergodicity of Metropolis-Hastings algorithms for lattice Gaussian sampling
File(s)1501.05757.pdf (357.79 KB)
Accepted version
Author(s)
Wang, Zheng
Ling, Cong
Type
Journal Article
Abstract
Sampling from the lattice Gaussian distribution has emerged as an important problem in coding, decoding, and cryptography. In this paper, the classic Metropolis-Hastings (MH) algorithm in Markov chain Monte Carlo methods is adopted for lattice Gaussian sampling. Two MH-based algorithms are proposed, which overcome the limitation of Klein's algorithm. The first one, referred to as the independent Metropolis-Hastings-Klein (MHK) algorithm, establishes a Markov chain via an independent proposal distribution. We show that the Markov chain arising from this independent MHK algorithm is uniformly ergodic, namely, it converges to the stationary distribution exponentially fast regardless of the initial state. Moreover, the rate of convergence is analyzed in terms of the theta series, leading to predictable mixing time. A symmetric Metropolis-Klein algorithm is also proposed, which is proven to be geometrically ergodic.
Date Issued
2018-02-01
Date Acceptance
2017-08-01
Citation
IEEE Transactions on Information Theory, 2018, 64 (2), pp.738-751
ISSN
0018-9448
Publisher
Institute of Electrical and Electronics Engineers
Start Page
738
End Page
751
Journal / Book Title
IEEE Transactions on Information Theory
Volume
64
Issue
2
Copyright Statement
© 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Sponsor
Commission of the European Communities
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000422916500004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
317562
Subjects
Science & Technology
Technology
Computer Science, Information Systems
Engineering, Electrical & Electronic
Computer Science
Engineering
Lattice Gaussian distribution
lattice coding
lattice decoding
MCMC methods
integer least-squares problems
CHAIN MONTE-CARLO
MARKOV-CHAINS
CONVERGENCE-RATES
CHANNEL
THEOREMS
SYSTEMS
CODES
Publication Status
Published
Date Publish Online
2017-08-21