13 research outputs found
Modified log-Sobolev inequalities for strongly log-concave distributions
We show that the modified log-Sobolev constant for a natural Markov chain
which converges to an -homogeneous strongly log-concave distribution is at
least . Applications include a sharp mixing time bound for the
bases-exchange walk for matroids, and a concentration bound for Lipschitz
functions over these distributions.Comment: accepted to Annals of Probability. Simplified proof
Flexible Modeling of Diversity with Strongly Log-Concave Distributions
Strongly log-concave (SLC) distributions are a rich class of discrete
probability distributions over subsets of some ground set. They are strictly
more general than strongly Rayleigh (SR) distributions such as the well-known
determinantal point process. While SR distributions offer elegant models of
diversity, they lack an easy control over how they express diversity. We
propose SLC as the right extension of SR that enables easier, more intuitive
control over diversity, illustrating this via examples of practical importance.
We develop two fundamental tools needed to apply SLC distributions to learning
and inference: sampling and mode finding. For sampling we develop an MCMC
sampler and give theoretical mixing time bounds. For mode finding, we establish
a weak log-submodularity property for SLC functions and derive optimization
guarantees for a distorted greedy algorithm
On Mixing of Markov Chains: Coupling, Spectral Independence, and Entropy Factorization
For general spin systems, we prove that a contractive coupling for any local
Markov chain implies optimal bounds on the mixing time and the modified
log-Sobolev constant for a large class of Markov chains including the Glauber
dynamics, arbitrary heat-bath block dynamics, and the Swendsen-Wang dynamics.
This reveals a novel connection between probabilistic techniques for bounding
the convergence to stationarity and analytic tools for analyzing the decay of
relative entropy. As a corollary of our general results, we obtain
mixing time and modified log-Sobolev constant of
the Glauber dynamics for sampling random -colorings of an -vertex graph
with constant maximum degree when for
some fixed . We also obtain mixing time and
modified log-Sobolev constant of the Swendsen-Wang dynamics for the
ferromagnetic Ising model on an -vertex graph of constant maximum degree
when the parameters of the system lie in the tree uniqueness region. At the
heart of our results are new techniques for establishing spectral independence
of the spin system and block factorization of the relative entropy. On one hand
we prove that a contractive coupling of a local Markov chain implies spectral
independence of the Gibbs distribution. On the other hand we show that spectral
independence implies factorization of entropy for arbitrary blocks,
establishing optimal bounds on the modified log-Sobolev constant of the
corresponding block dynamics
Optimal Mixing of Glauber Dynamics: Entropy Factorization via High-Dimensional Expansion
We prove an optimal mixing time bound on the single-site update Markov chain
known as the Glauber dynamics or Gibbs sampling in a variety of settings. Our
work presents an improved version of the spectral independence approach of
Anari et al. (2020) and shows mixing time on any -vertex graph
of bounded degree when the maximum eigenvalue of an associated influence matrix
is bounded. As an application of our results, for the hard-core model on
independent sets weighted by a fugacity , we establish
mixing time for the Glauber dynamics on any -vertex graph of constant
maximum degree when where
is the critical point for the uniqueness/non-uniqueness
phase transition on the -regular tree. More generally, for any
antiferromagnetic 2-spin system we prove mixing time of the
Glauber dynamics on any bounded degree graph in the corresponding tree
uniqueness region. Our results apply more broadly; for example, we also obtain
mixing for -colorings of triangle-free graphs of maximum
degree when the number of colors satisfies where
, and mixing for generating random
matchings of any graph with bounded degree and edges