English

Optimality of Glauber dynamics for general-purpose Ising model sampling and free energy approximation

Data Structures and Algorithms 2023-12-01 v2 Mathematical Physics math.MP Probability

Abstract

Recently, Eldan, Koehler, and Zeitouni (2020) showed that Glauber dynamics mixes rapidly for general Ising models so long as the difference between the largest and smallest eigenvalues of the coupling matrix is at most 1ϵ1 - \epsilon for any fixed ϵ>0\epsilon > 0. We give evidence that Glauber dynamics is in fact optimal for this "general-purpose sampling" task. Namely, we give an average-case reduction from hypothesis testing in a Wishart negatively-spiked matrix model to approximately sampling from the Gibbs measure of a general Ising model for which the difference between the largest and smallest eigenvalues of the coupling matrix is at most 1+ϵ1 + \epsilon for any fixed ϵ>0\epsilon > 0. Combined with results of Bandeira, Kunisky, and Wein (2019) that analyze low-degree polynomial algorithms to give evidence for the hardness of the former spiked matrix problem, our results in turn give evidence for the hardness of general-purpose sampling improving on Glauber dynamics. We also give a similar reduction to approximating the free energy of general Ising models, and again infer evidence that simulated annealing algorithms based on Glauber dynamics are optimal in the general-purpose setting.

Cite

@article{arxiv.2307.12581,
  title  = {Optimality of Glauber dynamics for general-purpose Ising model sampling and free energy approximation},
  author = {Dmitriy Kunisky},
  journal= {arXiv preprint arXiv:2307.12581},
  year   = {2023}
}

Comments

22 pages, 1 figure, closest to version forthcoming in SODA 2024

R2 v1 2026-06-28T11:38:22.549Z