Exponentially slow mixing in the mean-field Swendsen-Wang dynamics

被引:3
|
作者
Gheissari, Reza [1 ]
Lubetzky, Eyal [1 ]
Peres, Yuval [2 ]
机构
[1] NYU, Courant Inst, 251 Mercer St, New York, NY 10012 USA
[2] Microsoft Res, 1 Microsoft Way, Redmond, WA 98052 USA
关键词
Potts model; Swendsen-Wang; Mixing time; FK model; Random graphs; RANDOM-CLUSTER MODEL;
D O I
10.1214/18-AIHP955
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
Swendsen-Wang dynamics for the Potts model was proposed in the late 1980's as an alternative to single-site heat-bath dynamics, in which global updates allow this MCMC sampler to switch between metastable states and ideally mix faster. Gore and Jerrum (J. Stat. Phys. 97 (1999) 67-86) found that this dynamics may in fact exhibit slow mixing: they showed that, for the Potts model with q >= 3 colors on the complete graph on n vertices at the critical point beta(c) (q), Swendsen-Wang dynamics has t(mix) >= exp(c root n). Galanis et al. (In Proc. of the 19th International Workshop on Randomization and Computation (RANDOM 2015) (2015) 815-828) showed that t(mix) >= exp(cn(1/3)) throughout the critical window (beta(s) , beta(s)) around beta(c) , and Blanca and Sinclair (In Proc. of the 19th International Workshop on Randomization and Computation (RANDOM 2015) (2015) 528-543) established that t(mix) >= exp(c root n) in the critical window for the corresponding mean-field FK model, which implied the same bound for Swendsen-Wang via known comparison estimates. In both cases, an upper bound of t(mix )<= exp(c'n) was known. Here we show that the mixing time is truly exponential in n: namely, t(mix) >= exp(cn) for Swendsen-Wang dynamics when q >= 3 and beta is an element of (beta(s) , beta(s)), and the same bound holds for the related MCMC samplers for the mean-field FK model when q > 2.
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页码:68 / 86
页数:19
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