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.
引用
收藏
页码:68 / 86
页数:19
相关论文
共 50 条
  • [31] 3D ISING-MODEL WITH SWENDSEN-WANG DYNAMICS - A PARALLEL APPROACH
    BAUERNFEIND, M
    HACKL, R
    MATUTTIS, HG
    SINGER, J
    HUSSLEIN, T
    MORGENSTERN, I
    PHYSICA A, 1994, 212 (3-4): : 277 - 298
  • [32] SWENDSEN-WANG MONTE-CARLO STUDY OF THE ISING-MODEL WITH EXTERNAL-FIELD
    DESTRI, C
    DIRENZO, F
    ONOFRI, E
    ROSSI, P
    TECCHIOLLI, GP
    PHYSICS LETTERS B, 1992, 278 (03) : 311 - 316
  • [33] Coarsening in the 1D Ising model evolving with Swendsen-Wang dynamics: An unusual scaling
    Derrida, B
    Hakim, V
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1996, 29 (23): : L589 - L594
  • [34] CRITICAL-DYNAMICS OF THE SWENDSEN-WANG ALGORITHM IN THE 3-DIMENSIONAL ISING-MODEL
    WANG, JS
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1990, 164 (02) : 240 - 244
  • [35] DYNAMICS NEAR A 1ST-ORDER PHASE-TRANSITION WITH THE METROPOLIS AND SWENDSEN-WANG ALGORITHMS
    BILLOIRE, A
    LACAZE, R
    MOREL, A
    GUPTA, S
    IRBACK, A
    PETERSSON, B
    NUCLEAR PHYSICS B, 1991, 358 (01) : 231 - 248
  • [36] Configuration mixing of mean-field states
    Bender, M
    Heenen, PH
    JOURNAL OF PHYSICS G-NUCLEAR AND PARTICLE PHYSICS, 2005, 31 (10) : S1611 - S1616
  • [37] The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model
    Ding, Jian
    Lubetzky, Eyal
    Peres, Yuval
    COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2009, 289 (02) : 725 - 764
  • [38] The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model
    Jian Ding
    Eyal Lubetzky
    Yuval Peres
    Communications in Mathematical Physics, 2009, 289 : 725 - 764
  • [39] Mean-field models for segregation dynamics
    Burger, Martin
    Pietschmann, Jan-frederik
    Ranetbauer, Helene
    Schmeiser, Christian
    Wolfram, Marie-therese
    EUROPEAN JOURNAL OF APPLIED MATHEMATICS, 2022, 33 (01) : 111 - 132
  • [40] Exact Stochastic Mean-Field dynamics
    Lacroix, Denis
    Hupin, Guillaume
    FUSION 08, 2009, 1098 : 128 - +