586 research outputs found
Marathon: An open source software library for the analysis of Markov-Chain Monte Carlo algorithms
In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for
random sampling of combinatorial objects. The running time of such an algorithm
depends on the total mixing time of the underlying Markov chain and is unknown
in general. For some Markov chains, upper bounds on this total mixing time
exist but are too large to be applicable in practice. We try to answer the
question, whether the total mixing time is close to its upper bounds, or if
there is a significant gap between them. In doing so, we present the software
library marathon which is designed to support the analysis of MCMC based
sampling algorithms. The main application of this library is to compute
properties of so-called state graphs which represent the structure of Markov
chains. We use marathon to investigate the quality of several bounding methods
on four well-known Markov chains for sampling perfect matchings and bipartite
graph realizations. In a set of experiments, we compute the total mixing time
and several of its bounds for a large number of input instances. We find that
the upper bound gained by the famous canonical path method is several
magnitudes larger than the total mixing time and deteriorates with growing
input size. In contrast, the spectral bound is found to be a precise
approximation of the total mixing time
Maximum Matching in Turnstile Streams
We consider the unweighted bipartite maximum matching problem in the one-pass
turnstile streaming model where the input stream consists of edge insertions
and deletions. In the insertion-only model, a one-pass -approximation
streaming algorithm can be easily obtained with space , where
denotes the number of vertices of the input graph. We show that no such result
is possible if edge deletions are allowed, even if space is
granted, for every . Specifically, for every , we show that in the one-pass turnstile streaming model, in order to compute
a -approximation, space is
required for constant error randomized algorithms, and, up to logarithmic
factors, space is sufficient. Our lower bound result is
proved in the simultaneous message model of communication and may be of
independent interest
Towards Resistance Sparsifiers
We study resistance sparsification of graphs, in which the goal is to find a
sparse subgraph (with reweighted edges) that approximately preserves the
effective resistances between every pair of nodes. We show that every dense
regular expander admits a -resistance sparsifier of size , and conjecture this bound holds for all graphs on nodes. In
comparison, spectral sparsification is a strictly stronger notion and requires
edges even on the complete graph.
Our approach leads to the following structural question on graphs: Does every
dense regular expander contain a sparse regular expander as a subgraph? Our
main technical contribution, which may of independent interest, is a positive
answer to this question in a certain setting of parameters. Combining this with
a recent result of von Luxburg, Radl, and Hein~(JMLR, 2014) leads to the
aforementioned resistance sparsifiers
The mixing time of the switch Markov chains: a unified approach
Since 1997 a considerable effort has been spent to study the mixing time of
switch Markov chains on the realizations of graphic degree sequences of simple
graphs. Several results were proved on rapidly mixing Markov chains on
unconstrained, bipartite, and directed sequences, using different mechanisms.
The aim of this paper is to unify these approaches. We will illustrate the
strength of the unified method by showing that on any -stable family of
unconstrained/bipartite/directed degree sequences the switch Markov chain is
rapidly mixing. This is a common generalization of every known result that
shows the rapid mixing nature of the switch Markov chain on a region of degree
sequences. Two applications of this general result will be presented. One is an
almost uniform sampler for power-law degree sequences with exponent
. The other one shows that the switch Markov chain on the
degree sequence of an Erd\H{o}s-R\'enyi random graph is asymptotically
almost surely rapidly mixing if is bounded away from 0 and 1 by at least
.Comment: Clarification
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