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Multilevel Sampling in Algebraic Statistics

Computation 2025-12-16 v2 Numerical Analysis Numerical Analysis

Abstract

This paper proposes a multilevel sampling algorithm for fiber sampling problems in algebraic statistics, inspired by Henry Wynn's suggestion to adapt multilevel Monte Carlo (MLMC) ideas to discrete models. Focusing on log-linear models, we sample from high-dimensional lattice fibers defined by algebraic constraints. Building on Markov basis methods and results from Diaconis and Sturmfels, our algorithm uses variable step sizes to accelerate exploration and reduce the need for long burn-in. We introduce a novel Fiber Coverage Score (FCS) based on Voronoi partitioning to assess sample quality, and highlight the utility of the Maximum Mean Discrepancy (MMD) quality metric. Simulations on benchmark fibers show that multilevel sampling outperforms naive MCMC approaches. Our results demonstrate that multilevel methods, when properly applied, provide practical benefits for discrete sampling in algebraic statistics.

Keywords

Cite

@article{arxiv.2505.04062,
  title  = {Multilevel Sampling in Algebraic Statistics},
  author = {Nathan Kirk and Ivan Gvozdanović and Sonja Petrović},
  journal= {arXiv preprint arXiv:2505.04062},
  year   = {2025}
}

Comments

21 pages, 7 figures

R2 v1 2026-06-28T23:23:51.619Z