• DocumentCode
    2643389
  • Title

    Factoring graphs to bound mixing rates

  • Author

    Madras, Neal ; Randall, Dana

  • Author_Institution
    Dept. of Math. & Stat., York Univ., North York, Ont., Canada
  • fYear
    1996
  • fDate
    14-16 Oct 1996
  • Firstpage
    194
  • Lastpage
    203
  • Abstract
    This paper develops a new technique for bounding the mixing rate of a Markov chain by decomposing the state space into factors. The first application is an efficient Monte Carlo Markov chain algorithm for generating random three-colorings of 2-dimensional lattice regions. This provides a rigorous tool for studying some properties of the 3-state Potts model and the ice model from statistical mechanics. As a second application, we develop similar techniques to bound the mixing rate of a Metropolis sampling algorithm by a type of “temperature factorization”. Both factorization theorems work by using known mixing properties of related Markov chains to establish the efficiency of a new sampling algorithm
  • Keywords
    Markov processes; Monte Carlo methods; Potts model; statistical mechanics; 2-dimensional lattice regions; 3-state Potts model; Markov chain; Metropolis sampling algorithm; Monte Carlo Markov chain algorithm; factorization theorems; ice model; mixing rate bounding; random three-colorings; state space decomposition; statistical mechanics; Artificial intelligence; Councils; Educational institutions; Lapping; Lattices; Mathematics; Monte Carlo methods; Physics; State-space methods; Thermodynamics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Foundations of Computer Science, 1996. Proceedings., 37th Annual Symposium on
  • Conference_Location
    Burlington, VT
  • ISSN
    0272-5428
  • Print_ISBN
    0-8186-7594-2
  • Type

    conf

  • DOI
    10.1109/SFCS.1996.548478
  • Filename
    548478