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
Link To Document