Quantitative contraction rates for Markov chains on general state spaces

We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently been derived by combining appropriate couplings with carefully designed Kantorovich distances. In this paper, we partially carry over this approach from diffusions to Markov chains. We derive quantitative lower bounds on contraction rates for Markov chains on general state spaces that are powerful if the dynamics is dominated by small local moves. For Markov chains on $\mathbb{R^d}$ with isotropic transition kernels, the general bounds can be used efficiently together with a coupling that combines maximal and reflection coupling. The results are applied to Euler discretizations of stochastic differential equations with non-globally contractive drifts, and to the Metropolis adjusted Langevin algorithm for sampling from a class of probability measures on high dimensional state spaces that are not globally log-concave.Comment: 39 page

Engineering Parallel String Sorting

We discuss how string sorting algorithms can be parallelized on modern multi-core shared memory machines. As a synthesis of the best sequential string sorting algorithms and successful parallel sorting algorithms for atomic objects, we first propose string sample sort. The algorithm makes effective use of the memory hierarchy, uses additional word level parallelism, and largely avoids branch mispredictions. Then we focus on NUMA architectures, and develop parallel multiway LCP-merge and -mergesort to reduce the number of random memory accesses to remote nodes. Additionally, we parallelize variants of multikey quicksort and radix sort that are also useful in certain situations. Comprehensive experiments on five current multi-core platforms are then reported and discussed. The experiments show that our implementations scale very well on real-world inputs and modern machines.Comment: 46 pages, extension of "Parallel String Sample Sort" arXiv:1305.115

Parallel Multiway LCP-Mergesort

In this bachelor thesis, multiway LCP-Merge is introduced, parallelized and applied to create a fully parallel LCP-Mergesort, as well as NUMA optimized pS5. As an advancement of binary LCP-Mergesort, a multiway LCP-aware tournament tree is introduced and parallelized. For dynamic load balancing, one well-known and two new strategies for splitting merge work packages are utilized. Besides the introduction of fully parallel multiway LCP-Mergesort, further focus is put on NUMA architectures. Thus \u27parallel Super Scalar String Sample Sort\u27 (pS5) is adapted to the special properties of these systems by utilising the parallel LCP-Merge. Moreover this yields an efficient and generic approach for parallelizing arbitrary sequential string sorting algorithms and making parallel algorithms NUMA-aware. Several optimizations, important for practical implementations, as well as comprehensive experiments on two current NUMA platforms, are then reported and discussed. The experiments show the good scalability of the introduced algorithms and especially, the great improvements of NUMA-aware pS5 with real-world input sets on modern machines