On mixing of Markov chains: coupling, spectral independence, and entropy factorization

被引:16
作者
Blanca, Antonio [1 ]
Caputo, Pietro [2 ]
Chen, Zongchen [3 ]
Parisi, Daniel [2 ]
Stefankovic, Daniel [4 ]
Vigoda, Eric [5 ]
机构
[1] Penn State, Dept Comp Sci & Engn, University Pk, PA 16801 USA
[2] Univ Roma Tre, Dept Math, Largo San Murialdo 1, I-00146 Rome, Italy
[3] MIT, Dept Math, Cambridge, MA 02139 USA
[4] Univ Rochester, Dept Comp Sci, Rochester, NY 14627 USA
[5] Univ Calif Santa Barbara, Dept Comp Sci, Santa Barbara, CA 93106 USA
关键词
MCMC; mixing time; spectral independence; Swendsen-Wang; log-Sobolev; LOGARITHMIC SOBOLEV INEQUALITIES; SINGLE-SITE DYNAMICS; RANDOM-CLUSTER MODEL; GLAUBER DYNAMICS; STATIONARY DISTRIBUTIONS; DECAY;
D O I
10.1214/22-EJP867
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For general spin systems, we prove that a contractive coupling for an arbitrary 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 Omega(1/n) modified log-Sobolev constant of the Glauber dynamics for sampling random q-colorings of an n-vertex graph with constant maximum degree Delta when q > (11/6 - epsilon(0))Delta for some fixed epsilon(0) > 0. We also obtain O(log n) mixing time and Omega(1) modified log-Sobolev constant of the Swendsen-Wang dynamics for the ferromagnetic Ising model on an n-vertex graph of constant maximum degree when the parameters of the system lie in the tree uniqueness region. At the heart of our results are new techniques for establishing spectral independence of the spin system and block factorization of the relative entropy. On one hand we prove that a contractive coupling of any local Markov chain implies spectral independence of the Gibbs distribution. On the other hand we show that spectral independence implies factorization of entropy for arbitrary blocks, establishing optimal bounds on the modified log-Sobolev constant of the corresponding block dynamics.
引用
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页数:42
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