Gibbs sampling also known as Glauber dynamics is a popular technique for sampling high dimensional distributions defined on graphs. Of special interest is the behavior of Gibbs sampling on the Erd o s-R 'enyi random graph G(n,d n). While the average degree in G(n,d n) is d(1-o(1)), it contains many nodes of degree of order @math . The existence of nodes of almost logarithmic degrees implies that for many natural distributions defined on G(n,p) such as uniform coloring or the Ising model, the mixing time of Gibbs sampling is at least @math . High degree nodes pose a technical challenge in proving polynomial time mixing of the dynamics for many models including coloring. In this work consider sampling q-colorings and show that for every $d 1 where the number of colors does not depend on n. They extend to much more general families of graphs which are sparse in some average sense and to much more general interactions. The results also generalize to the hard-core model at low fugacity and to general models of soft constraints at high temperatures.
Previous attempts at studying this problem for sampling uniform colorings yielded weaker results. @cite_9 it is shown that Gibbs sampling rapidly mixes on @math if @math where @math and that a variant of the algorithm rapidly mixes if @math . Indeed the main open problem of @cite_9 is to determine if one can take @math to be a function of @math only.
@cite_9
2048759201 2950224979 2122735658 2083875149
We consider local Markov chain Monte–Carlo algorithms for sampling from the weighted distribution of independent sets with activity λ, where the weight of an independent set I is λ|I|. A recent result has established that Gibbs sampling is rapidly mixing in sampling the distribution for graphs of maximum degree d and λ λ c it is NP-hard to approximate the above weighted sum over independent sets to within a factor polynomial in the size of the graph. In this work we show that for every @math , such that for all @math where the parameters of the model do not depend on @math . 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 @math . Our proof exploits in novel ways the local treelike structure of Erd o s-R 'enyi random graphs, comparison and block dynamics arguments and a recent result of Weitz. Our results extend to much more general families of graphs which are sparse in some average sense and to much more general interactions. In particular, they apply to any graph for which every vertex @math of the graph has a neighborhood @math of radius @math in which the induced sub-graph is a tree union at most @math edges and where for each simple path in @math the sum of the vertex degrees along the path is @math . Moreover, our result apply also in the case of arbitrary external fields and provide the first FPRAS for sampling the Ising distribution in this case. We finally present a non Markov Chain algorithm for sampling the distribution which is effective for a wider range of parameters. In particular, for @math it applies for all external fields and @math , where @math is the critical point for decay of correlation for the Ising model on @math . A constructive solution of the irregular sampling problem for band- limited functions is given. We show how a band-limited function can be com- pletely reconstructed from any random sampling set whose density is higher than the Nyquist rate, and give precise estimates for the speed of convergence of this iteration method. Variations of this algorithm allow for irregular sampling with derivatives, reconstruction of band-limited functions from local averages, and irregular sampling of multivariate band-limited functions. In the irregular sampling problem one is asked whether and how a band- limited function can be completely reconstructed from its irregularly sam- pled values f(xi). This has many applications in signal and image processing, seismology, meteorology, medical imaging, etc. Finding constructive solutions of this problem has received considerable attention among mathematicians and engineers. The mathematical literature provides several uniqueness results (1, 2, 17, 18, 19). It is now part of the folklore that for stable sampling the sampling rate must be at least the Nyquist rate (18). These results, as deep as they are, have had little impact for the applied sciences, because they were not constructive. If the sampling set is just a perturbation of the regular oversampling, then a reconstruction method has been obtained in a seminal paper by Duffin and Schaeffer (6) (see also (29)): if for some L > 0, a > 0, and o > 0 the sampling points xk , k e Z , satisfy (a) - ok a, k ^ I, then the norm equivalence A iR (x) ) with w < n o. This norm equivalence implies that it is possible to reconstruct through an iterative procedure, the so-called frame method. Most of the later work on constructive methods consists of variations of this method (3, 21, 22, 26). The above conditions on the sampling set exclude random irregular sampling sets, e.g., sets with regions of higher sampling density. A partial, but undesirable remedy, to handle highly irregular sampling sets, would be to force the above conditions by throwing away information on part of the points and accept a very slow convergence of the iteration. Abstract Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated.