Approximation algorithms for the normalizing constant of Gibbs distributions
Probability
2015-03-19 v2 Computation
Abstract
Consider a family of distributions where means that . Here is the proper normalizing constant, equal to . Then is known as a Gibbs distribution, and is the partition function. This work presents a new method for approximating the partition function to a specified level of relative accuracy using only a number of samples, that is, when . This is a sharp improvement over previous, similar approaches that used a much more complicated algorithm, requiring samples.
Cite
@article{arxiv.1206.2689,
title = {Approximation algorithms for the normalizing constant of Gibbs distributions},
author = {Mark Huber},
journal= {arXiv preprint arXiv:1206.2689},
year = {2015}
}
Comments
Published in at http://dx.doi.org/10.1214/14-AAP1015 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)