The Swendsen-Wang algorithm is a sophisticated, widely-used Markov chain for sampling from the Gibbs distribution for the ferromagnetic Ising and Potts models. This chain has proved difficult to analyze, due in part to the global nature of its updates. We present optimal bounds on the convergence rate of the Swendsen-Wang algorithm for the complete $d$-ary tree. Our bounds extend to the non-uniqueness region and apply to all boundary conditions.
We show that the spatial mixing conditions known as Variance Mixing and Entropy Mixing, introduced in the study of local Markov chains by Martinelli et al. (2003), imply $Ω(1)$ spectral gap and $O(\log{n})$ mixing time, respectively, for the Swendsen-Wang dynamics on the $d$-ary tree. We also show that these bounds are asymptotically optimal. As a consequence, we establish $Θ(\log{n})$ mixing for the Swendsen-Wang dynamics for all boundary conditions throughout the tree uniqueness region; in fact, our bounds hold beyond the uniqueness threshold for the Ising model, and for the $q$-state Potts model when $q$ is small with respect to $d$. Our proofs feature a novel spectral view of the Variance Mixing condition inspired by several recent rapid mixing results on high-dimensional expanders and utilize recent work on block factorization of entropy under spatial mixing conditions.
The Swendsen-Wang dynamics is a popular algorithm for sampling from the Gibbs distribution for the ferromagnetic Ising model on a graph $G=(V,E)$. The dynamics is a "global" Markov chain which is conjectured to converge to equilibrium in $O(|V|^{1/4})$ steps for any graph $G$ at any (inverse) temperature $β$. It was recently proved by Guo and Jerrum (2017) that the Swendsen-Wang dynamics has polynomial mixing time on any graph at all temperatures, yet there are few results providing $o(|V|)$ upper bounds on its convergence time. We prove fast convergence of the Swendsen-Wang dynamics on genera…
We study two widely used algorithms for the Potts model on rectangular subsets of the hypercubic lattice Z^d - heat bath dynamics and the Swendsen-Wang algorithm - and prove that, under certain circumstances, the mixing in these algorithms is torpid or slow. In particular, we show that for heat bath dynamics throughout the region of phase coexistence, and for the Swendsen-Wang algorithm at the transition point, the mixing time in a box of side length L with periodic boundary conditions has upper and lower bounds which are exponential in L^{d-1}. This work provides the first upper bound of this…
We prove that the spectral gap of the Swendsen-Wang process for the Potts model on graphs with bounded degree is bounded from below by some constant times the spectral gap of any single-spin dynamics. This implies rapid mixing of the Swendsen-Wang process for the two-dimensional Potts model at all temperatures above the critical one, as well as rapid mixing at the critical temperature for the Ising model. After this we introduce a modified version of the Swendsen-Wang algorithm for planar graphs and prove rapid mixing for the two-dimensional Potts models at all non-critical temperatures.
We prove that the spectral gap of the Swendsen-Wang dynamics for the random-cluster model is larger than the spectral gap of a single-bond dynamics, that updates only a single edge per step. For this we give a representation of the algorithms on the joint (Potts/random-cluster) model. Furthermore we obtain upper and lower bounds on the mixing time of the single-bond dynamics on the discrete $d$-dimensional torus of side length $L$ at the Potts transition temperature for $q$ large enough that are exponential in $L^{d-1}$, complementing a result of Borgs, Chayes and Tetali.
We prove that the spectral gap of the Swendsen-Wang dynamics for the random-cluster model on arbitrary graphs with m edges is bounded above by 16 m log m times the spectral gap of the single-bond (or heat-bath) dynamics. This and the corresponding lower bound imply that rapid mixing of these two dynamics is equivalent. Using the known lower bound on the spectral gap of the Swendsen-Wang dynamics for the two dimensional square lattice $Z_L^2$ of side length L at high temperatures and a result for the single-bond dynamics on dual graphs, we obtain rapid mixing of both dynamics on $\Z_L^2$ at all…
Simons Institute for the Theory of Computing, University of California at Berkeley（加州大学伯克利分校西蒙斯理论计算研究所）；ETH Zürich（苏黎世联邦理工学院）；University of California at Berkeley（加州大学伯克利分校）
We prove comparison results for the Swendsen-Wang (SW) dynamics, the heat-bath (HB) dynamics for the Potts model and the single-bond (SB) dynamics for the random-cluster model on arbitrary graphs. In particular, we prove that rapid mixing of HB implies rapid mixing of SW on graphs with bounded maximum degree and that rapid mixing of SW and rapid mixing of SB are equivalent. Additionally, the spectral gap of SW and SB on planar graphs is bounded from above and from below by the spectral gap of these dynamics on the corresponding dual graph with suitably changed temperature. As a consequence we …
Swendsen-Wang dynamics for the Potts model was proposed in the late 1980's as an alternative to single-site heat-bath dynamics, in which global updates allow this MCMC sampler to switch between metastable states and ideally mix faster. Gore and Jerrum (1999) found that this dynamics may in fact exhibit slow mixing: they showed that, for the Potts model with $q\geq 3$ colors on the complete graph on $n$ vertices at the critical point $β_c(q)$, Swendsen-Wang dynamics has $t_{\mathrm{mix}}\geq \exp(c\sqrt n)$. The same lower bound was extended to the critical window $(β_s,β_S)$ around $β_c$ by Ga…
We study the sampling problem for the ferromagnetic Ising model with consistent external fields, and in particular, Swendsen-Wang dynamics on this model. We introduce a new grand model unifying two closely related models: the subgraph world and the random cluster model. Through this new viewpoint, we show: (1) polynomial mixing time bounds for Swendsen-Wang dynamics and (edge-flipping) Glauber dynamics of the random cluster model, generalising the bounds and simplifying the proofs for the no-field case by Guo and Jerrum (2018); (2) near linear mixing time for the two dynamics above if the maxi…
We study the $q$-state ferromagnetic Potts model on the $n$-vertex complete graph known as the mean-field (Curie-Weiss) model. We analyze the Swendsen-Wang algorithm which is a Markov chain that utilizes the random cluster representation for the ferromagnetic Potts model to recolor large sets of vertices in one step and potentially overcomes obstacles that inhibit single-site Glauber dynamics. Long et al. studied the case $q=2$, the Swendsen-Wang algorithm for the mean-field ferromagnetic Ising model, and showed that the mixing time satisfies: (i) $Θ(1)$ for $β<β_c$, (ii) $Θ(n^{1/4})$ for $β=β…
We study the Swendsen-Wang dynamics for the $q$-state Potts model on the lattice. Introduced as an alternative algorithm of the classical single-site Glauber dynamics, the Swendsen-Wang dynamics is a non-local Markov chain that recolors many vertices at once based on the random-cluster representation of the Potts model. In this work we derive strong enough bounds on the mixing time, proving that the Swendsen-Wang dynamics on the lattice at sufficiently high temperatures exhibits a sharp transition from "unmixed" to "well-mixed," which is called the cutoff phenomenon. In particular, we establis…
The Swendsen-Wang dynamics is a Markov chain widely used by physicists to sample from the Boltzmann-Gibbs distribution of the Ising model. Cooper, Dyer, Frieze and Rue proved that on the complete graph K_n the mixing time of the chain is at most O(n^{1/2}) for all non-critical temperatures. In this paper we show that the mixing time is Theta(1) in high temperatures, Theta(log n) in low temperatures and Theta(n^{1/4}) at criticality. We also provide an upper bound of O(log n) for Swendsen-Wang dynamics for the q-state ferromagnetic Potts model on any tree with n vertices.
We study the Swendsen-Wang dynamics for disordered non ferromagnetic Ising models on cubic subsets of the hypercubic lattice Z^d and we show that for all small values of the temperature parameter T the dynamics has a slow relaxation to equilibrium (it is torpid). Looking into this dynamics from the point of view of the Markov chains theory we can prove that the spectral radius goes to one when the size of the system goes to infinity. This means that, if we want to use the Swendsen-Wang dynamics for a computer simulation, we have a slow convergence to the stationary measure in low temperature. …
We study the mixing time of the Swendsen-Wang dynamics for the ferromagnetic Ising and Potts models on the integer lattice ${\mathbb Z}^d$. This dynamics is a widely used Markov chain that has largely resisted sharp analysis because it is non-local, i.e., it changes the entire configuration in one step. We prove that, whenever Strong Spatial Mixing (SSM) holds, the mixing time on any $n$-vertex cube in ${\mathbb Z}^d$ is $O(\log n)$, and we prove this is tight by establishing a matching lower bound on the mixing time. The previous best known bound was $O(n)$. SSM is a standard condition corres…
We study dynamical aspects of the $q$-state Potts model on an $n\times n$ box at its critical $β_c(q)$. Heat-bath Glauber dynamics and cluster dynamics such as Swendsen--Wang (that circumvent low-temperature bottlenecks) are all expected to undergo "critical slowdowns" in the presence of periodic boundary conditions: the inverse spectral gap, which in the subcritical regime is $O(1)$, should at criticality be polynomial in $n$ for $1< q \leq 4$, and exponential in $n$ for $q>4$ in accordance with the predicted discontinuous phase transition. This was confirmed for $q=2$ (the Ising model) by th…
Kesten's incipient infinite cluster for the three-dimensional, metric-graph Gaussian free field, from critical level-set percolation, and for the Villain model, from random cluster geometries and a Swendsen-Wang type algorithm
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 $O(n\log{n})$ mixing time and $Ω(1/n)$ modified log-Sobolev constant of …
We show that the mixing time of Glauber (single edge update) dynamics for the random cluster model at $q=2$ is bounded by a polynomial in the size of the underlying graph. As a consequence, the Swendsen-Wang algorithm for the ferromagnetic Ising model at any temperature has the same polynomial mixing time bound.
We consider spin systems with nearest-neighbor interactions on an $n$-vertex $d$-dimensional cube of the integer lattice graph $\mathbb{Z}^d$. We study the effects that exponential decay with distance of spin correlations, specifically the strong spatial mixing condition (SSM), has on the rate of convergence to equilibrium distribution of non-local Markov chains. We prove that SSM implies $O(\log n)$ mixing of a block dynamics whose steps can be implemented efficiently. We then develop a methodology, consisting of several new comparison inequalities concerning various block dynamics, that allo…
We consider spin systems on the integer lattice graph $\mathbb{Z}^d$ with nearest-neighbor interactions. We develop a combinatorial framework for establishing that exponential decay with distance of spin correlations, specifically the strong spatial mixing condition (SSM), implies rapid mixing of a large class of Markov chains. As a first application of our method we prove that SSM implies $O(\log n)$ mixing of systematic scan dynamics (under mild conditions) on an $n$-vertex $d$-dimensional cube of the integer lattice graph $\mathbb{Z}^d$. Systematic scan dynamics are widely employed in pract…
We establish rapid mixing of the random-cluster Glauber dynamics on random $Δ$-regular graphs for all $q\ge 1$ and $p<p_u(q,Δ)$, where the threshold $p_u(q,Δ)$ corresponds to a uniqueness/non-uniqueness phase transition for the random-cluster model on the (infinite) $Δ$-regular tree. It is expected that this threshold is sharp, and for $q>2$ the Glauber dynamics on random $Δ$-regular graphs undergoes an exponential slowdown at $p_u(q,Δ)$. More precisely, we show that for every $q\ge 1$, $Δ\ge 3$, and $p<p_u(q,Δ)$, with probability $1-o(1)$ over the choice of a random $Δ$-regular graph on $n$ v…
We study Swendsen--Wang dynamics for the critical $q$-state Potts model on the square lattice. For $q=2,3,4$, where the phase transition is continuous, the mixing time $t_{\textrm{mix}}$ is expected to obey a universal power-law independent of the boundary conditions. On the other hand, for large $q$, where the phase transition is discontinuous, the authors recently showed that $t_{\textrm{mix}}$ is highly sensitive to boundary conditions: $t_{\textrm{mix}} \geq \exp(cn)$ on an $n\times n$ box with periodic boundary, yet under free or monochromatic boundary conditions, $t_{\textrm{mix}} \leq\e…
