Perfect sampling algorithm for Schur processes

We describe random generation algorithms for a large class of random combinatorial objects called Schur processes, which are sequences of random (integer) partitions subject to certain interlacing conditions. This class contains several fundamental combinatorial objects as special cases, such as plane partitions, tilings of Aztec diamonds, pyramid partitions and more generally steep domino tilings of the plane. Our algorithm, which is of polynomial complexity, is both exact (i.e. the output follows exactly the target probability law, which is either Boltzmann or uniform in our case), and entropy optimal (i.e. it reads a minimal number of random bits as an input). The algorithm encompasses previous growth procedures for special Schur processes related to the primal and dual RSK algorithm, as well as the famous domino shuffling algorithm for domino tilings of the Aztec diamond. It can be easily adapted to deal with symmetric Schur processes and general Schur processes involving infinitely many parameters. It is more concrete and easier to implement than Borodin's algorithm, and it is entropy optimal. At a technical level, it relies on unified bijective proofs of the different types of Cauchy and Littlewood identities for Schur functions, and on an adaptation of Fomin's growth diagram description of the RSK algorithm to that setting. Simulations performed with this algorithm suggest interesting limit shape phenomena for the corresponding tiling models, some of which are new.Comment: 26 pages, 19 figures (v3: final version, corrected a few misprints present in v2

Sampling Geometric Inhomogeneous Random Graphs in Linear Time

Real-world networks, like social networks or the internet infrastructure, have structural properties such as large clustering coefficients that can best be described in terms of an underlying geometry. This is why the focus of the literature on theoretical models for real-world networks shifted from classic models without geometry, such as Chung-Lu random graphs, to modern geometry-based models, such as hyperbolic random graphs. With this paper we contribute to the theoretical analysis of these modern, more realistic random graph models. Instead of studying directly hyperbolic random graphs, we use a generalization that we call geometric inhomogeneous random graphs (GIRGs). Since we ignore constant factors in the edge probabilities, GIRGs are technically simpler (specifically, we avoid hyperbolic cosines), while preserving the qualitative behaviour of hyperbolic random graphs, and we suggest to replace hyperbolic random graphs by this new model in future theoretical studies. We prove the following fundamental structural and algorithmic results on GIRGs. (1) As our main contribution we provide a sampling algorithm that generates a random graph from our model in expected linear time, improving the best-known sampling algorithm for hyperbolic random graphs by a substantial factor O(n^0.5). (2) We establish that GIRGs have clustering coefficients in {\Omega}(1), (3) we prove that GIRGs have small separators, i.e., it suffices to delete a sublinear number of edges to break the giant component into two large pieces, and (4) we show how to compress GIRGs using an expected linear number of bits.Comment: 25 page

Geometric Inhomogeneous Random Graphs

Real-world networks, like social networks or the internet infrastructure, have structural properties such as their large clustering coefficient that can best be described in terms of an underlying geometry. This is why the focus of the literature on theoretical models for real-world networks shifted from classic models without geometry, such as Chung-Lu random graphs, to modern geometry-based models, such as hyperbolic random graphs. With this paper we contribute to the theoretical analysis of these modern, more realistic random graph models. However, we do not directly study hyperbolic random graphs, but replace them by a more general model that we call \emph{geometric inhomogeneous random graphs} (GIRGs). Since we ignore constant factors in the edge probabilities, our model is technically simpler (specifically, we avoid hyperbolic cosines), while preserving the qualitative behaviour of hyperbolic random graphs, and we suggest to replace hyperbolic random graphs by our new model in future theoretical studies. We prove the following fundamental structural and algorithmic results on GIRGs. (1) We provide a sampling algorithm that generates a random graph from our model in expected linear time, improving the best-known sampling algorithm for hyperbolic random graphs by a factor $O(\sqrt{n})$, (2) we establish that GIRGs have a constant clustering coefficient, (3) we show that GIRGs have small separators, i.e., it suffices to delete a sublinear number of edges to break the giant component into two large pieces, and (4) we show how to compress GIRGs using an expected linear number of bits

Internal DLA: Efficient Simulation of a Physical Growth Model

Abstract. The internal diffusion limited aggregation (IDLA) process places n particles on the two dimensional integer grid. The first particle is placed on the origin; every subsequent particle starts at the origin and performs an unbiased random walk until it reaches an unoccupied position. In this work we study the computational complexity of determining the subset that is generated after n particles have been placed. We develop the first algorithm that provably outperforms the naive step-by-step sim-ulation of all particles. Particularly, our algorithm has a running time of O(n log2 n) and a sublinear space requirement of O(n1/2 logn), both in expectation and with high probability. In contrast to some speedups proposed for similar models in the physics community, our algorithm samples from the exact distribution. To simulate a single particle fast we have to develop techniques for com-bining multiple steps of a random walk to large jumps without hitting a forbidden set of grid points. These techniques might be of independent interest for speeding up other problems based on random walks.

Optimal Approximate Sampling from Discrete Probability Distributions

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete probability distribution $(p_1, \dots, p_n)$, where the probabilities of the output distribution $(\hat{p}_1, \dots, \hat{p}_n)$ of the sampling algorithm must be specified using at most $k$ bits of precision? We present a theoretical framework for formulating this problem and provide new techniques for finding sampling algorithms that are optimal both statistically (in the sense of sampling accuracy) and information-theoretically (in the sense of entropy consumption). We leverage these results to build a system that, for a broad family of measures of statistical accuracy, delivers a sampling algorithm whose expected entropy usage is minimal among those that induce the same distribution (i.e., is "entropy-optimal") and whose output distribution $(\hat{p}_1, \dots, \hat{p}_n)$ is a closest approximation to the target distribution $(p_1, \dots, p_n)$ among all entropy-optimal sampling algorithms that operate within the specified $k$-bit precision. This optimal approximate sampler is also a closer approximation than any (possibly entropy-suboptimal) sampler that consumes a bounded amount of entropy with the specified precision, a class which includes floating-point implementations of inversion sampling and related methods found in many software libraries. We evaluate the accuracy, entropy consumption, precision requirements, and wall-clock runtime of our optimal approximate sampling algorithms on a broad set of distributions, demonstrating the ways that they are superior to existing approximate samplers and establishing that they often consume significantly fewer resources than are needed by exact samplers

Exact and Efficient Generation of Geometric Random Variates and Random Graphs

Abstract. The standard algorithm for fast generation of Erdős-Rényi random graphs only works in the Real RAM model. The critical point is the generation of geometric random variates Geo(p), for which there is no algorithm that is both exact and efficient in any bounded precision machine model. For a RAM model with word size w = Ω(log log(1/p)), we show that this is possible and present an exact algorithm for sampling Geo(p) in optimal expected time O(1 + log(1/p)/w). We also give an exact algorithm for sampling min{n, Geo(p)} in optimal expected time O(1+log(min{1/p, n})/w). This yields a new exact algorithm for sampling Erdős-Rényi and Chung-Lu random graphs of n vertices and m (expected) edges in optimal expected runtime O(n + m) on a RAM with word size w = Θ(log n).