English

Parallelising Glauber dynamics

Data Structures and Algorithms 2024-07-11 v4 Probability

Abstract

For distributions over discrete product spaces i=1nΩi\prod_{i=1}^n \Omega_i', Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that kk-Glauber dynamics, which resamples a random subset of kk coordinates, mixes kk times faster in χ2\chi^2-divergence, and assuming approximate tensorization of entropy, mixes kk times faster in KL-divergence. We apply this to obtain parallel algorithms in two settings: (1) For the Ising model μJ,h(x)exp(12x,Jx+h,x)\mu_{J,h}(x)\propto \exp(\frac1 2\left\langle x,Jx \right\rangle + \langle h,x\rangle) with J<1c\|J\|<1-c (the regime where fast mixing is known), we show that we can implement each step of Θ~(n/JF)\widetilde \Theta(n/\|J\|_F)-Glauber dynamics efficiently with a parallel algorithm, resulting in a parallel algorithm with running time O~(JF)=O~(n)\widetilde O(\|J\|_F) = \widetilde O(\sqrt n). (2) For the mixed pp-spin model at high enough temperature, we show that with high probability we can implement each step of Θ~(n)\widetilde \Theta(\sqrt n)-Glauber dynamics efficiently and obtain running time O~(n)\widetilde O(\sqrt n).

Keywords

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