Rapid Mixing Swendsen-Wang Sampler for Stochastic Partitioned Attractive Models

04/06/2017
∙
by   Sejun Park, et al.
∙
0
∙

The Gibbs sampler is a particularly popular Markov chain used for learning and inference problems in Graphical Models (GMs). These tasks are computationally intractable in general, and the Gibbs sampler often suffers from slow mixing. In this paper, we study the Swendsen-Wang dynamics which is a more sophisticated Markov chain designed to overcome bottlenecks that impede the Gibbs sampler. We prove O( n) mixing time for attractive binary pairwise GMs (i.e., ferromagnetic Ising models) on stochastic partitioned graphs having n vertices, under some mild conditions, including low temperature regions where the Gibbs sampler provably mixes exponentially slow. Our experiments also confirm that the Swendsen-Wang sampler significantly outperforms the Gibbs sampler when they are used for learning parameters of attractive GMs.

READ FULL TEXT

Please sign up or login with your details

Continue with:
Or login with email
Enter Password
Re-enter Password

Forgot password? Click here to reset
Success!
Error Icon An error occurred

Sign in with Google

×

Use your Google Account to sign in to DeepAI

×
Pro

Consider DeepAI Pro

Subscribe to DeepAI Pro
DeepAI Pro
Provides a limited generation allowance each month. When exceeded, you are charged overage rates available at deepai.org/pricing. Also includes an ad-free experience and API access. Renews automatically until canceled. Non-refundable.
Subtotal
Total due today

Payment

Add DeepAI credits
DeepAI credits
One-time purchase. Credits are added to your wallet after payment.
Subtotal
Total due today

Payment