Performance of the Metropolis algorithm on a disordered tree: The Einstein relation
Abstract
Consider a -ary rooted tree () where each edge is assigned an i.i.d. (bounded) random variable of negative mean. Assign to each vertex the sum of over all edges connecting to the root, and assume that the maximum of over all vertices at distance from the root tends to infinity (necessarily, linearly) as tends to infinity. We analyze the Metropolis algorithm on the tree and show that under these assumptions there always exists a temperature of the algorithm so that it achieves a linear (positive) growth rate in linear time. This confirms a conjecture of Aldous [Algorithmica 22 (1998) 388-412]. The proof is obtained by establishing an Einstein relation for the Metropolis algorithm on the tree.
Keywords
Cite
@article{arxiv.1304.0552,
title = {Performance of the Metropolis algorithm on a disordered tree: The Einstein relation},
author = {Pascal Maillard and Ofer Zeitouni},
journal= {arXiv preprint arXiv:1304.0552},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.1214/13-AAP972 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)