English

Group-averaged Markov chains II: tuning of group action in finite state space

Probability 2025-12-16 v1 Information Theory Group Theory math.IT Computation

Abstract

We study group-averaged Markov chains obtained by augmenting a π\pi-stationary transition kernel PP with a group action on the state space via orbit kernels. Given a group G\mathcal{G} with orbits (Oi)i=1k(\mathcal{O}_i)_{i=1}^k, we analyse three canonical orbit kernels: namely the Gibbs (G)(G), Metropolis-Hastings (M)(M), and Barker (B)(B) kernels, as well as their multiplicative sandwiches QPQQPQ and the additive mixtures 12(P+Q)\frac{1}{2}(P+Q) where Q{G,M,B}Q\in\{G,M,B\}. We show that Mt,BtGM^t, B^t \to G blockwise as tt \to \infty under suitable conditions, that the projection chains induced by (Oi)i=1k(\mathcal{O}_i)_{i=1}^k coincide for GPGGPG and PP, and that orbit averaging never deteriorates the absolute spectral gap or asymptotic variance when PP is reversible. We give a direct and simple proof of Pythagorean identity under the Kullback-Leibler (KL) divergence, showing that GPGGPG arises naturally as an information projection of PP onto the set of GG-invariant transition matrices. For a given PP, we characterise the optimal choice of GG with a fixed number of orbits that minimises the one-step KL divergence to stationarity. Analogously, for a given GG, we characterise the optimal choice of PP and give sufficient conditions under which GPG=ΠGPG = \Pi. We further show that alternating projections over multiple group actions converge at a rate governed by the singular values of an overlap matrix, and that in structured cases, this yields exact sampling where the number of group actions grows logarithmically with the size of the state space. Based on the theory, we propose two heuristics to tune GG in practice. We also illustrate the results on discrete uniform and multimodal examples, including the Curie-Weiss model where GPGGPG achieves polynomial (in inverse temperature and dimension) mixing while Glauber dynamics remains exponentially slow.

Keywords

Cite

@article{arxiv.2512.13067,
  title  = {Group-averaged Markov chains II: tuning of group action in finite state space},
  author = {Michael C. H. Choi and Ryan J. Y. Lim and Youjia Wang},
  journal= {arXiv preprint arXiv:2512.13067},
  year   = {2025}
}

Comments

44 pages, 3 figures