44 research outputs found
Belief propagation : an asymptotically optimal algorithm for the random assignment problem
The random assignment problem asks for the minimum-cost perfect matching in
the complete bipartite graph \Knn with i.i.d. edge weights, say
uniform on . In a remarkable work by Aldous (2001), the optimal cost was
shown to converge to as , as conjectured by M\'ezard and
Parisi (1987) through the so-called cavity method. The latter also suggested a
non-rigorous decentralized strategy for finding the optimum, which turned out
to be an instance of the Belief Propagation (BP) heuristic discussed by Pearl
(1987). In this paper we use the objective method to analyze the performance of
BP as the size of the underlying graph becomes large. Specifically, we
establish that the dynamic of BP on \Knn converges in distribution as
to an appropriately defined dynamic on the Poisson Weighted
Infinite Tree, and we then prove correlation decay for this limiting dynamic.
As a consequence, we obtain that BP finds an asymptotically correct assignment
in time only. This contrasts with both the worst-case upper bound for
convergence of BP derived by Bayati, Shah and Sharma (2005) and the best-known
computational cost of achieved by Edmonds and Karp's algorithm
(1972).Comment: Mathematics of Operations Research (2009
The densest subgraph problem in sparse random graphs
We determine the asymptotic behavior of the maximum subgraph density of large
random graphs with a prescribed degree sequence. The result applies in
particular to the Erd\H{o}s-R\'{e}nyi model, where it settles a conjecture of
Hajek [IEEE Trans. Inform. Theory 36 (1990) 1398-1414]. Our proof consists in
extending the notion of balanced loads from finite graphs to their local weak
limits, using unimodularity. This is a new illustration of the objective method
described by Aldous and Steele [In Probability on Discrete Structures (2004)
1-72 Springer].Comment: Published at http://dx.doi.org/10.1214/14-AAP1091 in the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Cutoff for non-backtracking random walks on sparse random graphs
A finite ergodic Markov chain is said to exhibit cutoff if its distance to
stationarity remains close to 1 over a certain number of iterations and then
abruptly drops to near 0 on a much shorter time scale. Discovered in the
context of card shuffling (Aldous-Diaconis, 1986), this phenomenon is now
believed to be rather typical among fast mixing Markov chains. Yet,
establishing it rigorously often requires a challengingly detailed
understanding of the underlying chain. Here we consider non-backtracking random
walks on random graphs with a given degree sequence. Under a general sparsity
condition, we establish the cutoff phenomenon, determine its precise window,
and prove that the (suitably rescaled) cutoff profile approaches a remarkably
simple, universal shape