Ravi Montenegro
We show a strict hierarchy among various edge and vertex expansion properties of Markov chains. This gives easy proofs of a range of bounds, both classical and new, on chi-square distance, spectral gap and mixing time. The 2-gradient is then used to give an isoperimetric proof that a random walk on the grid [k]^n mixes in time O*(k^2 n).
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We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and statistical mechanics. We provide lower bounds on the spectral gaps of parallel and simulated tempering. These bounds imply a single set of sufficient conditions for rapid mixing of both techniques. A direct consequence of our results is rapid mixing of parallel and simulated tempering for several normal mixture models, and for the mean-field Ising model.
This paper deals with the construction of a correlation decay tree (hypertree) for interacting systems modeled using graphs (hypergraphs) that can be used to compute the marginal probability of any vertex of interest. Local message passing equations have been used for some time to approximate the marginal probabilities in graphs but it is known that these equations are incorrect for graphs with loops. In this paper we construct, for any finite graph and a fixed vertex, a finite tree with appropriately defined boundary conditions so that the marginal probability on the tree at the vertex matche…
We show that for any attractive Glauber-Exclusion process on the one-dimensional lattice of size $N$ with periodic boundary condition, if the corresponding hydrodynamic limit equation has a reaction term with a strictly convex potential, then the total-variation mixing time is of order $O(\log N)$. In particular, the result covers the full high-temperature regime in the original model introduced by De Masi, Ferrari and Lebowitz (1985).
Mixing of the symmetric beta-binomial splitting process on arbitrary graphs
本文研究任意有限加权连通图上对称 beta-二项分裂过程的混合时间，利用类似 chameleon 过程的方法，将其上界用两个独立随机游走的最大期望相遇时间表示。
The six-vertex model in statistical physics is a weighted generalization of the ice model on $\mathbb{Z}^2$ (i.e., Eulerian orientations) and the zero-temperature three-state Potts model (i.e., proper three-colorings). The phase diagram of the model depicts its physical properties and suggests where local Markov chains will be efficient. In this paper, we analyze the mixing time of Glauber dynamics for the six-vertex model in the ordered phases. Specifically, we show that for all Boltzmann weights in the ferroelectric phase, there exist boundary conditions such that local Markov chains require…
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.
Exponential random graph models have become increasingly important in the study of modern networks ranging from social networks, economic networks, to biological networks. They seek to capture a wide variety of common network tendencies such as connectivity and reciprocity through local graph properties. Sampling from these exponential distributions is crucial for parameter estimation, hypothesis testing, as well as understanding the features of the network in question. We inspect the efficiency of a popular sampling technique, the Glauber dynamics, for vertex-weighted exponential random graph…
Given a finite graph G, a vertex of the lamplighter graph consists of a zero-one labeling of the vertices of G, and a marked vertex of G. For transitive graphs G, we show that, up to constants, the relaxation time for simple random walk in corresponding lamplighter graph is the maximal hitting time for simple random walk in G, while the mixing time in total variation on the lamplighter graph is the expected cover time on G. The mixing time in the uniform metric on the lamplighter graph admits a sharp threshold, and equals |G| multiplied by the relaxation time on G, up to a factor of log |G|. F…
Speeding up random walk mixing by starting from a uniform vertex
本文提出通用框架，证明含小瓶颈的图从均匀随机顶点出发时可具有对数级平均混合时间，并用于随机扰动图与超临界渗流扩张图，将混合时间由 $(\log n)^2$ 提升至 $\log n$。
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 …
On Rapid mixing for random walks on nilmanifolds
本文研究了nilmanifolds上随机游走的快速混合性，证明在特定条件下m=2即可实现快速混合，为同质空间上随机游走的混合性问题提供了部分解答。
A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical Mechanics systems and (iii) the volume of an $n-$ dimensional convex set. These problems can be reduced to sampling from the steady state distribution of implicitly defined Markov Chains with exponential (in $n$) number of states. The focus of this talk is the proof that such Markov Chains converge to the steady state fast (in time polynomial in $n$). A combina…
In this paper, we present a novel extension to the classical path coupling method to statistical mechanical models which we refer to as aggregate path coupling. In conjunction with large deviations estimates, we use this aggregate path coupling method to prove rapid mixing of Glauber dynamics for a large class of statistical mechanical models, including models that exhibit discontinuous phase transitions which have traditionally been more difficult to analyze rigorously. The parameter region for rapid mixing for the generalized Curie-Weiss-Potts model is derived as a new application of the agg…
We introduce a new exponential family of probability distributions, which can be viewed as a multivariate generalization of the Inverse Gaussian distribution. Considered as the potential of a random Schrödinger operator, this exponential family is related to the random field that gives the mixing measure of the Vertex Reinforced Jump Process (VRJP), and hence to the mixing measure of the Edge Reinforced Random Walk (ERRW), the so-called magic formula. In particular, it yields by direct computation the value of the normalizing constants of these mixing measures, which solves a question raised b…
Rapid mixing in positively weighted restricted Boltzmann machines
本文通过分析铁磁双自旋系统的Glauber动力学，证明了正权重受限玻尔兹曼机的交替扫描采样器具有多对数混合时间界，并得到了临界阈值内的新混合时间界。
We prove rapid mixing of the worm process for the zero-field ferromagnetic Ising model, on all finite connected graphs, and at all temperatures. As a corollary, we obtain a fully-polynomial randomized approximation scheme for the Ising susceptibility, and for a certain restriction of the two-point correlation function
Glauber dynamics is a powerful tool to generate randomized, approximate solutions to combinatorially difficult problems. Applications include Markov Chain Monte Carlo (MCMC) simulation and distributed scheduling for wireless networks. In this paper, we derive bounds on the mixing time of a generalization of Glauber dynamics where multiple vertices are allowed to update their states in parallel and the fugacity of each vertex can be different. The results can be used to obtain various conditions on the system parameters such as fugacities, vertex degrees and update probabilities, under which th…
We prove that the the mixing time of the Glauber dynamics for sampling independent sets on $n$-vertex $k$-uniform hypergraphs is $O(n\log n)$ when the maximum degree $Δ$ satisfies $Δ\leq c 2^{k/2}$, improving on the previous bound [BDK06] of $Δ\leq k-2$. This result brings the algorithmic bound to within a constant factor of the hardness bound of [BGG+16] which showed that it is NP-hard to approximately count independent sets on hypergraphs when $Δ\geq 5 \cdot 2^{k/2}$.
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 $\mathbf{0}$ (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 …
We prove rapid mixing of the Prokofiev-Svistunov (or worm) algorithm for the zero-field ferromagnetic Ising model, on all finite graphs and at all temperatures. As a corollary, we show how to rigorously construct simple and efficient approximation schemes for the Ising susceptibility and two-point correlation function.
We obtain several quantitative bounds on the mixing properties of the Hamiltonian Monte Carlo (HMC) algorithm for a strongly log-concave target distribution $π$ on $\mathbb{R}^{d}$, showing that HMC mixes quickly in this setting. One of our main results is a dimension-free bound on the mixing of an "ideal" HMC chain, which is used to show that the usual leapfrog implementation of HMC can sample from $π$ using only $\mathcal{O}(d^{\frac{1}{4}})$ gradient evaluations. This dependence on dimension is sharp, and our results significantly extend and improve previous quantitative bounds on the mixin…
A well-known conjecture in computer science and statistical physics is that Glauber dynamics on the set of $k$-colorings of a graph $G$ on $n$ vertices with maximum degree $Δ$ is rapidly mixing for $k \geq Δ+2$. In FOCS 1999, Vigoda showed rapid mixing of flip dynamics with certain flip parameters on the set of proper $k$-colorings for $k > \frac{11}{6}Δ$, implying rapid mixing for Glauber dynamics. In this paper, we obtain the first improvement beyond the $\frac{11}{6}Δ$ barrier for general graphs by showing rapid mixing for $k > (\frac{11}{6} - η)Δ$ for some positive constant $η$. The key to…
We extend the notion of spectral independence (introduced by Anari, Liu, and Oveis Gharan [ALO20]) from the Boolean domain to general discrete domains. This property characterises distributions with limited correlations, and implies that the corresponding Glauber dynamics is rapidly mixing. As a concrete application, we show that Glauber dynamics for sampling proper $q$-colourings mixes in polynomial-time for the family of triangle-free graphs with maximum degree $Δ$ provided $q\ge (α^*+δ)Δ$ where $α^*\approx 1.763$ is the unique solution to $α^*=\exp(1/α^*)$ and $δ>0$ is any constant. This is…
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…
Rapid Mixing on Random Regular Graphs beyond Uniqueness
该研究证实随机Δ-正则图上硬核模型的Glauber动力学在λ=O(1/√Δ)时快速混合，显著超越树唯一性阈值，确立最坏与平均情况复杂度差异，并提出通用快速混合准则且拓展至匹配、随机簇模型等场景。
The property of spatial mixing and strong spatial mixing in spin systems has been of interest because of its implications on uniqueness of Gibbs measures on infinite graphs and efficient approximation of counting problems that are otherwise known to be #P hard. In the context of coloring, strong spatial mixing has been established for regular trees when $q \geq α^{*} Δ+ 1$ where $q$ the number of colors, $Δ$ is the degree and $α^* = 1.763..$ is the unique solution to $xe^{-1/x} = 1$. It has also been established for bounded degree lattice graphs whenever $q \geq α^* Δ- β$ for some constant $β$…
Ge and Stefankovic have recently introduced a novel two-variable graph polynomial. When specialised to a bipartite graphs G and evaluated at the point (1/2,1) this polynomial gives the number of independent sets in the graph. Inspired by this polynomial, they also introduced a Markov chain which, if rapidly mixing, would provide an efficient sampling procedure for independent sets in G. This sampling procedure in turn would imply the existence of efficient approximation algorithms for a number of significant counting problems whose complexity is so far unresolved. The proposed Markov chain is …
Consider Glauber dynamics for the Ising model on a graph of $n$ vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least $n\log n/f(Δ)$, where $Δ$ is the maximum degree and $f(Δ) = Θ(Δ\log^2 Δ)$. Their result applies to more general spin systems, and in that generality, they showed that some dependence on $Δ$ is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any $n$-vertex graph is at least $(1/4+o(1))n \log n$.
This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with probability proportional to the exponent of the number of other particles at a vertex. From an applied standpoint, the model captures the rich get richer phenomenon. We show that the Markov chain exhibits a phase transition in mixing time, as the parameter governing the attraction is varied. Namely, mixing time is $O(n\log n)$ when the temperature is sufficientl…
Graph dynamics arise naturally in many contexts. For instance in peer-to-peer networks, a participating peer may replace an existing connection with one neighbour by a new connection with a neighbour's neighbour. Several such local rewiring rules have been proposed to ensure that peer-to-peer networks achieve good connectivity properties (e.g. high expansion) in equilibrium. However it has remained an open question whether there existed such rules that also led to fast convergence to equilibrium. In this work we provide an affirmative answer: We exhibit a local rewiring rule that converges to …
Rapid Mixing of Stereographic MCMC for Heavy-Tailed Sampling
本研究针对高维重尾分布采样的MCMC混合问题，建立球极投影与次柯西投影采样器的非渐近混合时间上界，扩展等周不等式并揭示重尾分布几何性质，为相关方法提供理论支撑。
We prove polynomial decay of the mixing field of the Vertex Reinforced Jump Process (VRJP) on $\Bbb{Z}^2$ with bounded conductances. Using [17] we deduce that the VRJP on $\Bbb{Z}^2$ with any constant conductances is almost surely recurrent. It gives a counterpart of the result of Merkl, Rolles [14] and Sabot, Zeng [17] for the 2-dimensional Edge Reinforced Random Walk.
In this paper we investigate the relationship between the mixing times of the Glauber dynamics of a statistical mechanical system with its thermodynamic equilibrium structure. For this we consider the mean-field Blume-Capel model, one of the simplest statistical mechanical models that exhibits the following intricate phase transition structure: within a two dimensional parameter space there exists a curve at which the model undergoes a second-order, continuous phase transition, a curve where the model undergoes a first-order, discontinuous phase transition, and a tricritical point which separa…
Rapid mixing of the flip chain over non-crossing spanning trees
本文研究凸位置点集上非交叉生成树翻转链的混合时间，通过 Fuss-Catalan 结构与 Wilson 格路径链的比较，证明其在 $O(n^8\log n)$ 时间内快速混合。
A 1-2 model configuration is a subset of edges of a hexagonal lattice satisfying the constraint that each vertex is incident to 1 or 2 edges. We introduce Markov chains to sample the 1-2 model configurations on 2D hexagonal lattice and prove that the mixing time of these chains is polynomial in the sizes of the graphs for a large class of probability measures.
We prove an optimal $Ω(n^{-1})$ lower bound on the spectral gap of Glauber dynamics for anti-ferromagnetic two-spin systems with $n$ vertices in the tree uniqueness regime. This spectral gap holds for all, including unbounded, maximum degree $Δ$. Consequently, we have the following mixing time bounds for the models satisfying the uniqueness condition with a slack $δ\in(0,1)$: $\bullet$ $C(δ) n^2\log n$ mixing time for the hardcore model with fugacity $λ\le (1-δ)λ_c(Δ)= (1-δ)\frac{(Δ- 1)^{Δ- 1}}{(Δ- 2)^Δ}$; $\bullet$ $C(δ) n^2$ mixing time for the Ising model with edge activity $β\in\left[\frac…
We study majority dynamics on the binomial random graph $G(n,p)$ with $p = d/n$ and $d > λn^{1/2}$, for some large $λ>0$. In this process, each vertex has a state in $\{-1,+1 \}$ and at each round every vertex adopts the state of the majority of its neighbours, retaining its state in the case of a tie. We show that with high probability the process reaches unanimity in at most four rounds. This confirms a conjecture of Benjamini, Chan, O' Donnel, Tamuz and Tan.
A simple proof of rapid mixing on random regular graphs beyond uniqueness
本文通过Bochner-Bakry-Émery方法，直接证明Poincaré不等式，给出了随机正则图上硬核模型Glauber动力学在树唯一性阈值以上快速混合的简洁自包含证明。
We introduce a Markov chain for sampling from the uniform distribution on a Riemannian manifold $\mathcal{M}$, which we call the $\textit{geodesic walk}$. We prove that the mixing time of this walk on any manifold with positive sectional curvature $C_{x}(u,v)$ bounded both above and below by $0 < \mathfrak{m}_{2} \leq C_{x}(u,v) \leq \mathfrak{M}_2 < \infty$ is $\mathcal{O}^*\left(\frac{\mathfrak{M}_2}{\mathfrak{m}_2}\right)$. In particular, this bound on the mixing time does not depend explicitly on the dimension of the manifold. In the special case that $\mathcal{M}$ is the boundary of a con…
Rapid Mixing of Glauber Dynamics for Monotone Systems via Entropic Independence
本文研究了单调系统上Glauber动力学的混合时间，通过结合随机优势论证和高维扩展器思想，证明了其与场动力学的新比较结果，改进了随机聚类模型和二分硬核模型的已知最佳混合时间。
Edge-Tilting Field Dynamics: Rapid Mixing at the Uniqueness Threshold and Optimal Mixing for Swendsen-Wang Dynamics
论文证明了两种spin系统马尔可夫链混合时间的结果，包括在反铁磁两spin系统临界阈值处Glauber动力学的多项式时间混合，以及在有限度图上铁磁ising模型带外场的Swendsen-Wang动力学的最优混合时间界。
For general antiferromagnetic 2-spin systems, including the hardcore model and the antiferromagnetic Ising model, there is an $\mathsf{FPTAS}$ for the partition function on graphs of maximum degree $Δ$ when the infinite regular tree lies in the uniqueness region by Li et al. (2013). Moreover, in the tree non-uniqueness region, Sly (2010) showed that there is no $\mathsf{FPRAS}$ to estimate the partition function unless $\mathsf{NP}=\mathsf{RP}$. The algorithmic results follow from the correlation decay approach due to Weitz (2006) or the polynomial interpolation approach developed by Barvinok …
Mixing Times of Markov Chains on Degree Constrained Orientations of Planar Graphs
研究平面图$\alpha$-定向上的上下马尔可夫链的混合时间，证明了在特定四边形图和三角形剖分上存在慢混合，而在最大度至多4的四边形图上快速混合。
The random-cluster model with parameters $(p,q)$ is a random graph model that generalizes bond percolation ($q=1$) and the Ising and Potts models ($q\geq 2$). We study its Glauber dynamics on $n\times n$ boxes $Λ_{n}$ of the integer lattice graph $\mathbb Z^2$, where the model exhibits a sharp phase transition at $p=p_c(q)$. Unlike traditional spin systems like the Ising and Potts models, the random-cluster model has non-local interactions. Long-range interactions can be imposed as external connections in the boundary of $Λ_n$, known as boundary conditions. For select boundary conditions that …
The spectral independence approach of Anari et al. (2020) utilized recent results on high-dimensional expanders of Alev and Lau (2020) and established rapid mixing of the Glauber dynamics for the hard-core model defined on weighted independent sets. We develop the spectral independence approach for colorings, and obtain new algorithmic results for the corresponding counting/sampling problems. Let $α^*\approx 1.763$ denote the solution to $\exp(1/x)=x$ and let $α>α^*$. We prove that, for any triangle-free graph $G=(V,E)$ with maximum degree $Δ$, for all $q\geqαΔ+1$, the mixing time of the Glaub…
From torpid to rapid mixing: group averaging for a weakly interacting Ising star
本文研究弱相互作用 Ising 星的 Metropolis 动力学，证明群平均可将混合时间从指数级降至多项式级，提供群平均加速马尔可夫链的显式示例。
We prove an optimal mixing time bound on the single-site update Markov chain known as the Glauber dynamics or Gibbs sampling in a variety of settings. Our work presents an improved version of the spectral independence approach of Anari et al. (2020) and shows $O(n\log{n})$ mixing time on any $n$-vertex graph of bounded degree when the maximum eigenvalue of an associated influence matrix is bounded. As an application of our results, for the hard-core model on independent sets weighted by a fugacity $λ$, we establish $O(n\log{n})$ mixing time for the Glauber dynamics on any $n$-vertex graph of c…
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 show that the total variation mixing time of the simple random walk on the giant component of supercritical Erdos-Renyi graphs is log^2 n. This statement was only recently proved, independently, by Fountoulakis and Reed. Our proof follows from a structure result for these graphs which is interesting in its own right. We show that these graphs are "decorated expanders" - an expander glued to graphs whose size has constant expectation and exponential tail, and such that each vertex in the expander is glued to no more than a constant number of decorations.
Geometric Bounds on the Fastest Mixing Markov Chain
该研究针对最快混合马尔可夫链问题，用顶点电导给出最快混合时间的Cheeger型几何界，还构造了平稳分布与均匀分布ε-接近的链，突破小电导图的快速混合障碍，并讨论连续及时变链的同类问题。
The classical Cheeger's inequality relates the edge conductance $ϕ$ of a graph and the second smallest eigenvalue $λ_2$ of the Laplacian matrix. Recently, Olesker-Taylor and Zanetti discovered a Cheeger-type inequality $ψ^2 / \log |V| \lesssim λ_2^* \lesssim ψ$ connecting the vertex expansion $ψ$ of a graph $G=(V,E)$ and the maximum reweighted second smallest eigenvalue $λ_2^*$ of the Laplacian matrix. In this work, we first improve their result to $ψ^2 / \log d \lesssim λ_2^* \lesssim ψ$ where $d$ is the maximum degree in $G$, which is optimal assuming the small-set expansion conjecture. Also…
In this work we show that for every $d < \infty$ and the Ising model defined on $G(n,d/n)$, there exists a $β_d > 0$, such that for all $β< β_d$ with probability going to 1 as $n \to \infty$, the mixing time of the dynamics on $G(n,d/n)$ is polynomial in $n$. Our results are the first polynomial time mixing results proven for a natural model on $G(n,d/n)$ for $d > 1$ where the parameters of the model do not depend on $n$. They also provide a rare example where one can prove a polynomial time mixing of Gibbs sampler in a situation where the actual mixing time is slower than $n \polylog(n)$. Our…
Given a target Gibbs distribution $π^0_β \propto e^{-β\mathcal{H}}$ to sample from in the low-temperature regime on $Σ_N := \{-1,+1\}^N$, in this paper we propose and analyze Metropolis dynamics that instead target an alternative distribution $π^{f}_{α,c,1/β} \propto e^{-\mathcal{H}^{f}_{α,c,1/β}}$, where $\mathcal{H}^{f}_{α,c,1/β}$ is a transformed Hamiltonian whose landscape is suitably modified and controlled by the parameters $f,α,c$ and $β$ and shares the same set of stationary points as $\mathcal{H}$. With appropriate tuning of these parameters, the major advantage of the proposed Metrop…
Rapid mixing of global Markov chains via spectral independence: the unbounded degree case
该研究针对无界度一般图上的自旋系统，利用谱独立性证明了Swendsen--Wang动力学、块动力学及系统扫描动力学的快速混合时间界，核心技术是改进熵泛函的k部分解。
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