13,484 research outputs found
Matrix norms and rapid mixing for spin systems
We give a systematic development of the application of matrix norms to rapid
mixing in spin systems. We show that rapid mixing of both random update Glauber
dynamics and systematic scan Glauber dynamics occurs if any matrix norm of the
associated dependency matrix is less than 1. We give improved analysis for the
case in which the diagonal of the dependency matrix is (as in heat
bath dynamics). We apply the matrix norm methods to random update and
systematic scan Glauber dynamics for coloring various classes of graphs. We
give a general method for estimating a norm of a symmetric nonregular matrix.
This leads to improved mixing times for any class of graphs which is hereditary
and sufficiently sparse including several classes of degree-bounded graphs such
as nonregular graphs, trees, planar graphs and graphs with given tree-width and
genus.Comment: Published in at http://dx.doi.org/10.1214/08-AAP532 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Glauber dynamics on trees:Boundary conditions and mixing time
We give the first comprehensive analysis of the effect of boundary conditions
on the mixing time of the Glauber dynamics in the so-called Bethe
approximation. Specifically, we show that spectral gap and the log-Sobolev
constant of the Glauber dynamics for the Ising model on an n-vertex regular
tree with plus-boundary are bounded below by a constant independent of n at all
temperatures and all external fields. This implies that the mixing time is
O(log n) (in contrast to the free boundary case, where it is not bounded by any
fixed polynomial at low temperatures). In addition, our methods yield simpler
proofs and stronger results for the spectral gap and log-Sobolev constant in
the regime where there are multiple phases but the mixing time is insensitive
to the boundary condition. Our techniques also apply to a much wider class of
models, including those with hard-core constraints like the antiferromagnetic
Potts model at zero temperature (proper colorings) and the hard--core lattice
gas (independent sets)
Rapid Mixing of Gibbs Sampling on Graphs that are Sparse on Average
In this work we show that for every and the Ising model defined
on , there exists a , such that for all with probability going to 1 as , the mixing time of the
dynamics on is polynomial in . Our results are the first
polynomial time mixing results proven for a natural model on for where the parameters of the model do not depend on . They also provide
a rare example where one can prove a polynomial time mixing of Gibbs sampler in
a situation where the actual mixing time is slower than n \polylog(n). Our
proof exploits in novel ways the local treelike structure of Erd\H{o}s-R\'enyi
random graphs, comparison and block dynamics arguments and a recent result of
Weitz.
Our results extend to much more general families of graphs which are sparse
in some average sense and to much more general interactions. In particular,
they apply to any graph for which every vertex of the graph has a
neighborhood of radius in which the induced sub-graph is a
tree union at most edges and where for each simple path in
the sum of the vertex degrees along the path is . Moreover, our
result apply also in the case of arbitrary external fields and provide the
first FPRAS for sampling the Ising distribution in this case. We finally
present a non Markov Chain algorithm for sampling the distribution which is
effective for a wider range of parameters. In particular, for it
applies for all external fields and , where is the critical point for decay of correlation for the Ising model on
.Comment: Corrected proof of Lemma 2.
Exact thresholds for Ising-Gibbs samplers on general graphs
We establish tight results for rapid mixing of Gibbs samplers for the
Ferromagnetic Ising model on general graphs. We show that if
then there exists a constant C such that the discrete
time mixing time of Gibbs samplers for the ferromagnetic Ising model on any
graph of n vertices and maximal degree d, where all interactions are bounded by
, and arbitrary external fields are bounded by . Moreover, the
spectral gap is uniformly bounded away from 0 for all such graphs, as well as
for infinite graphs of maximal degree d. We further show that when
, with high probability over the Erdos-Renyi random graph
, it holds that the mixing time of Gibbs samplers is
Both results are tight, as it is known that
the mixing time for random regular and Erdos-Renyi random graphs is, with high
probability, exponential in n when , and ,
respectively. To our knowledge our results give the first tight sufficient
conditions for rapid mixing of spin systems on general graphs. Moreover, our
results are the first rigorous results establishing exact thresholds for
dynamics on random graphs in terms of spatial thresholds on trees.Comment: Published in at http://dx.doi.org/10.1214/11-AOP737 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Spatial Mixing and Non-local Markov chains
We consider spin systems with nearest-neighbor interactions on an -vertex
-dimensional cube of the integer lattice graph . We study the
effects that exponential decay with distance of spin correlations, specifically
the strong spatial mixing condition (SSM), has on the rate of convergence to
equilibrium distribution of non-local Markov chains. We prove that SSM implies
mixing of a block dynamics whose steps can be implemented
efficiently. We then develop a methodology, consisting of several new
comparison inequalities concerning various block dynamics, that allow us to
extend this result to other non-local dynamics. As a first application of our
method we prove that, if SSM holds, then the relaxation time (i.e., the inverse
spectral gap) of general block dynamics is , where is the number of
blocks. A second application of our technology concerns the Swendsen-Wang
dynamics for the ferromagnetic Ising and Potts models. We show that SSM implies
an bound for the relaxation time. As a by-product of this implication we
observe that the relaxation time of the Swendsen-Wang dynamics in square boxes
of is throughout the subcritical regime of the -state
Potts model, for all . We also prove that for monotone spin systems
SSM implies that the mixing time of systematic scan dynamics is . Systematic scan dynamics are widely employed in practice but have
proved hard to analyze. Our proofs use a variety of techniques for the analysis
of Markov chains including coupling, functional analysis and linear algebra
Comparison of Swendsen-Wang and Heat-Bath Dynamics
We prove that the spectral gap of the Swendsen-Wang process for the Potts
model on graphs with bounded degree is bounded from below by some constant
times the spectral gap of any single-spin dynamics. This implies rapid mixing
of the Swendsen-Wang process for the two-dimensional Potts model at all
temperatures above the critical one, as well as rapid mixing at the critical
temperature for the Ising model. After this we introduce a modified version of
the Swendsen-Wang algorithm for planar graphs and prove rapid mixing for the
two-dimensional Potts models at all non-critical temperatures.Comment: 22 pages, 1 figur
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