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Approximation algorithms for the normalizing constant of Gibbs distributions

Probability 2015-03-19 v2 Computation

Abstract

Consider a family of distributions {πβ}\{\pi_{\beta}\} where XπβX\sim\pi_{\beta} means that P(X=x)=exp(βH(x))/Z(β)\mathbb{P}(X=x)=\exp(-\beta H(x))/Z(\beta). Here Z(β)Z(\beta) is the proper normalizing constant, equal to xexp(βH(x))\sum_x\exp(-\beta H(x)). Then {πβ}\{\pi_{\beta}\} is known as a Gibbs distribution, and Z(β)Z(\beta) 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, O(ln(Z(β))ln(ln(Z(β))))O(\ln(Z(\beta))\ln(\ln(Z(\beta)))) when Z(0)1Z(0)\geq1. This is a sharp improvement over previous, similar approaches that used a much more complicated algorithm, requiring O(ln(Z(β))ln(ln(Z(β)))5)O(\ln(Z(\beta))\ln(\ln(Z(\beta)))^5) samples.

Keywords

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)

R2 v1 2026-06-21T21:18:21.877Z