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

Probability 2017-05-03 v2 Mathematical Physics math.MP

Abstract

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 (1999) found that this dynamics may in fact exhibit slow mixing: they showed that, for the Potts model with q3q\geq 3 colors on the complete graph on nn vertices at the critical point βc(q)\beta_c(q), Swendsen-Wang dynamics has tmixexp(cn)t_{\mathrm{mix}}\geq \exp(c\sqrt n). The same lower bound was extended to the critical window (βs,βS)(\beta_s,\beta_S) around βc\beta_c by Galanis et al. (2015), as well as to the corresponding mean-field FK model by Blanca and Sinclair (2015). In both cases, an upper bound of tmixexp(cn)t_{\mathrm{mix}} \leq \exp(c' n) was known. Here we show that the mixing time is truly exponential in nn: namely, tmixexp(cn)t_{\mathrm{mix}} \geq \exp (cn) for Swendsen-Wang dynamics when q3q\geq 3 and β(βs,βS)\beta\in(\beta_s,\beta_S), and the same bound holds for the related MCMC samplers for the mean-field FK model when q>2q>2.

Keywords

Cite

@article{arxiv.1702.05797,
  title  = {Exponentially slow mixing in the mean-field Swendsen-Wang dynamics},
  author = {Reza Gheissari and Eyal Lubetzky and Yuval Peres},
  journal= {arXiv preprint arXiv:1702.05797},
  year   = {2017}
}

Comments

20 pages, 2 figures