Parallelising Glauber dynamics
Abstract
For distributions over discrete product spaces , Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that -Glauber dynamics, which resamples a random subset of coordinates, mixes times faster in -divergence, and assuming approximate tensorization of entropy, mixes times faster in KL-divergence. We apply this to obtain parallel algorithms in two settings: (1) For the Ising model with (the regime where fast mixing is known), we show that we can implement each step of -Glauber dynamics efficiently with a parallel algorithm, resulting in a parallel algorithm with running time . (2) For the mixed -spin model at high enough temperature, we show that with high probability we can implement each step of -Glauber dynamics efficiently and obtain running time .
Cite
@article{arxiv.2307.07131,
title = {Parallelising Glauber dynamics},
author = {Holden Lee},
journal= {arXiv preprint arXiv:2307.07131},
year = {2024}
}
Comments
v3: Corrected proposal distribution for Parallel Ising, obtained polylog dependence on epsilon, added p-spin model. To appear in RANDOM 2024