26 research outputs found
Iterated Decomposition of Biased Permutations via New Bounds on the Spectral Gap of Markov Chains
The spectral gap of a Markov chain can be bounded by the spectral gaps of
constituent "restriction" chains and a "projection" chain, and the strength of
such a bound is the content of various decomposition theorems. In this paper,
we introduce a new parameter that allows us to improve upon these bounds. We
further define a notion of orthogonality between the restriction chains and
"complementary" restriction chains. This leads to a new Complementary
Decomposition theorem, which does not require analyzing the projection chain.
For -orthogonal chains, this theorem may be iterated
times while only giving away a constant multiplicative factor on the overall
spectral gap. As an application, we provide a -orthogonal decomposition of
the nearest neighbor Markov chain over -class biased monotone permutations
on [], as long as the number of particles in each class is at least . This allows us to apply the Complementary Decomposition theorem iteratively
times to prove the first polynomial bound on the spectral gap when is
as large as . The previous best known bound assumed was
at most a constant
Elementary bounds on Poincare and log-Sobolev constants for decomposable Markov chains
We consider finite-state Markov chains that can be naturally decomposed into
smaller ``projection'' and ``restriction'' chains. Possibly this decomposition
will be inductive, in that the restriction chains will be smaller copies of the
initial chain. We provide expressions for Poincare (resp. log-Sobolev)
constants of the initial Markov chain in terms of Poincare (resp. log-Sobolev)
constants of the projection and restriction chains, together with further a
parameter. In the case of the Poincare constant, our bound is always at least
as good as existing ones and, depending on the value of the extra parameter,
may be much better. There appears to be no previously published decomposition
result for the log-Sobolev constant. Our proofs are elementary and
self-contained.Comment: Published at http://dx.doi.org/10.1214/105051604000000639 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing
We compare convergence rates of Metropolis--Hastings chains to multi-modal
target distributions when the proposal distributions can be of ``local'' and
``small world'' type. In particular, we show that by adding occasional
long-range jumps to a given local proposal distribution, one can turn a chain
that is ``slowly mixing'' (in the complexity of the problem) into a chain that
is ``rapidly mixing.'' To do this, we obtain spectral gap estimates via a new
state decomposition theorem and apply an isoperimetric inequality for
log-concave probability measures. We discuss potential applicability of our
result to Metropolis-coupled Markov chain Monte Carlo schemes.Comment: Published at http://dx.doi.org/10.1214/105051606000000772 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Bounding spectral gaps of Markov chains: a novel exact multi-decomposition technique
We propose an exact technique to calculate lower bounds of spectral gaps of
discrete time reversible Markov chains on finite state sets. Spectral gaps are
a common tool for evaluating convergence rates of Markov chains. As an
illustration, we successfully use this technique to evaluate the ``absorption
time'' of the ``Backgammon model'', a paradigmatic model for glassy dynamics.
We also discuss the application of this technique to the ``Contingency table
problem'', a notoriously difficult problem from probability theory. The
interest of this technique is that it connects spectral gaps, which are
quantities related to dynamics, with static quantities, calculated at
equilibrium.Comment: To be submitted to J. Phys. A: Math. Ge
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
Complexity Results for MCMC derived from Quantitative Bounds
This paper considers how to obtain MCMC quantitative convergence bounds which
can be translated into tight complexity bounds in high-dimensional settings. We
propose a modified drift-and-minorization approach, which establishes a
generalized drift condition defined in a subset of the state space. The subset
is called the ``large set'' and is chosen to rule out some ``bad'' states which
have poor drift property when the dimension gets large. Using the ``large set''
together with a ``centered'' drift function, a quantitative bound can be
obtained which can be translated into a tight complexity bound. As a
demonstration, we analyze a certain realistic Gibbs sampler algorithm and
obtain a complexity upper bound for the mixing time, which shows that the
number of iterations required for the Gibbs sampler to converge is constant
under certain conditions on the observed data and the initial state. It is our
hope that this modified drift-and-minorization approach can be employed in many
other specific examples to obtain complexity bounds for high-dimensional Markov
chains.Comment: 42 page
On the approach to equilibrium for a polymer with adsorption and repulsion
We consider paths of a one-dimensional simple random walk conditioned to come
back to the origin after L steps (L an even integer). In the 'pinning model'
each path \eta has a weight \lambda^{N(\eta)}, where \lambda>0 and N(\eta) is
the number of zeros in \eta. When the paths are constrained to be non-negative,
the polymer is said to satisfy a hard-wall constraint. Such models are well
known to undergo a localization/delocalization transition as the pinning
strength \lambda is varied. In this paper we study a natural 'spin flip'
dynamics for these models and derive several estimates on its spectral gap and
mixing time. In particular, for the system with the wall we prove that
relaxation to equilibrium is always at least as fast as in the free case
(\lambda=1, no wall), where the gap and the mixing time are known to scale as
L^{-2} and L^2\log L, respectively. This improves considerably over previously
known results. For the system without the wall we show that the equilibrium
phase transition has a clear dynamical manifestation: for \lambda \geq 1 the
relaxation is again at least as fast as the diffusive free case, but in the
strictly delocalized phase (\lambda < 1) the gap is shown to be O(L^{-5/2}), up
to logarithmic corrections. As an application of our bounds, we prove stretched
exponential relaxation of local functions in the localized regime.Comment: 43 pages, 5 figures; v2: corrected typos, added Table