English

A simple Markov chain for independent Bernoulli variables conditioned on their sum

Computation 2020-12-08 v1 Probability

Abstract

We consider a vector of NN independent binary variables, each with a different probability of success. The distribution of the vector conditional on its sum is known as the conditional Bernoulli distribution. Assuming that NN goes to infinity and that the sum is proportional to NN, exact sampling costs order N2N^2, while a simple Markov chain Monte Carlo algorithm using 'swaps' has constant cost per iteration. We provide conditions under which this Markov chain converges in order NlogNN \log N iterations. Our proof relies on couplings and an auxiliary Markov chain defined on a partition of the space into favorable and unfavorable pairs.

Cite

@article{arxiv.2012.03103,
  title  = {A simple Markov chain for independent Bernoulli variables conditioned on their sum},
  author = {Jeremy Heng and Pierre E. Jacob and Nianqiao Ju},
  journal= {arXiv preprint arXiv:2012.03103},
  year   = {2020}
}

Comments

16 pages, 3 figures, 1 table

R2 v1 2026-06-23T20:45:19.068Z