Parallelising Glauber dynamics

July 14, 2023 Β· Declared Dead Β· πŸ› International Workshop and International Workshop on Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques

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Authors Holden Lee arXiv ID 2307.07131 Category cs.DS: Data Structures & Algorithms Cross-listed math.PR Citations 4 Venue International Workshop and International Workshop on Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques Last Checked 4 months ago
Abstract
For distributions over discrete product spaces $\prod_{i=1}^n Ξ©_i'$, Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that $k$-Glauber dynamics, which resamples a random subset of $k$ coordinates, mixes $k$ times faster in $Ο‡^2$-divergence, and assuming approximate tensorization of entropy, mixes $k$ times faster in KL-divergence. We apply this to obtain parallel algorithms in two settings: (1) For the Ising model $ΞΌ_{J,h}(x)\propto \exp(\frac1 2\left\langle x,Jx \right\rangle + \langle h,x\rangle)$ with $\|J\|<1-c$ (the regime where fast mixing is known), we show that we can implement each step of $\widetilde Θ(n/\|J\|_F)$-Glauber dynamics efficiently with a parallel algorithm, resulting in a parallel algorithm with running time $\widetilde O(\|J\|_F) = \widetilde O(\sqrt n)$. (2) For the mixed $p$-spin model at high enough temperature, we show that with high probability we can implement each step of $\widetilde Θ(\sqrt n)$-Glauber dynamics efficiently and obtain running time $\widetilde O(\sqrt n)$.
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