Canonical Paths for MCMC: from Art to Science

October 14, 2015 Β· Declared Dead Β· πŸ› ACM-SIAM Symposium on Discrete Algorithms

πŸ‘» CAUSE OF DEATH: Ghosted
No code link whatsoever

"No code URL or promise found in abstract"

Evidence collected by the PWNC Scanner

Authors Lingxiao Huang, Pinyan Lu, Chihao Zhang arXiv ID 1510.04099 Category cs.DS: Data Structures & Algorithms Citations 25 Venue ACM-SIAM Symposium on Discrete Algorithms Last Checked 3 months ago
Abstract
Markov Chain Monte Carlo (MCMC) method is a widely used algorithm design scheme with many applications. To make efficient use of this method, the key step is to prove that the Markov chain is rapid mixing. Canonical paths is one of the two main tools to prove rapid mixing. However, there are much fewer success examples comparing to coupling, the other main tool. The main reason is that there is no systematic approach or general recipe to design canonical paths. Building up on a previous exploration by McQuillan, we develop a general theory to design canonical paths for MCMC: We reduce the task of designing canonical paths to solving a set of linear equations, which can be automatically done even by a machine. Making use of this general approach, we obtain fully polynomial-time randomized approximation schemes (FPRAS) for counting the number of $b$-matching with $b\leq 7$ and $b$-edge-cover with $b\leq 2$. They are natural generalizations of matchings and edge covers for graphs. No polynomial time approximation was previously known for these problems.
Community shame:
Not yet rated
Community Contributions

Found the code? Know the venue? Think something is wrong? Let us know!

πŸ“œ Similar Papers

In the same crypt β€” Data Structures & Algorithms

Died the same way β€” πŸ‘» Ghosted