• DocumentCode
    1780019
  • Title

    Markov chain Monte Carlo algorithms for lattice Gaussian sampling

  • Author

    Zheng Wang ; Cong Ling ; Hanrot, Guillaume

  • Author_Institution
    Dept. of EEE, Imperial Coll. London, London, UK
  • fYear
    2014
  • fDate
    June 29 2014-July 4 2014
  • Firstpage
    1489
  • Lastpage
    1493
  • Abstract
    To be considered for an IEEE Jack Keil Wolf ISIT Student Paper Award. Sampling from a lattice Gaussian distribution is emerging as an important problem in various areas such as coding and cryptography. The default sampling algorithm - Klein´s algorithm yields a distribution close to the lattice Gaussian only if the standard deviation is sufficiently large. In this paper, we propose the Markov chain Monte Carlo (MCMC) method for lattice Gaussian sampling when this condition is not satisfied. In particular, we present a sampling algorithm based on Gibbs sampling, which converges to the target lattice Gaussian distribution for any value of the standard deviation. To improve the convergence rate, a more efficient algorithm referred to as Gibbs-Klein sampling is proposed, which samples block by block using Klein´s algorithm. We show that Gibbs-Klein sampling yields a distribution close to the target lattice Gaussian, under a less stringent condition than that of the original Klein algorithm.
  • Keywords
    Gaussian processes; Markov processes; Monte Carlo methods; Gibbs-Klein sampling; Klein algorithm; MCMC method; Markov chain Monte Carlo algorithms; coding; cryptography; lattice Gaussian distribution; lattice Gaussian sampling; sampling algorithm; Convergence; Encoding; Gaussian distribution; Lattices; Markov processes; Standards; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory (ISIT), 2014 IEEE International Symposium on
  • Conference_Location
    Honolulu, HI
  • Type

    conf

  • DOI
    10.1109/ISIT.2014.6875081
  • Filename
    6875081