sendsen - wang动力学的熵衰减

Antonio Blanca, P. Caputo, D. Parisi, A. Sinclair, Eric Vigoda
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引用次数: 9

摘要

研究了整数晶格上铁磁Ising和Potts模型的Swendsen-Wang动力学的混合时间。这种动力学是一种广泛使用的马尔可夫链,由于它是非局部的,也就是说,它在一步中改变了整个构型,因此在很大程度上抵制了尖锐的分析。证明了当强空间混合(SSM)成立时,在任意n顶点立方体上的混合时间为O(logn),并通过建立一个匹配的下界证明了这是紧密的。之前已知的界是O(n)。SSM是一个标准条件,对应于晶格上自旋之间距离相关的指数衰减,并且已知在整个高温(单相)区域在d=2维中保持不变。我们的结果来自于一个修正的log-Sobolev不等式,它表达了这样一个事实,即动力学在每一步以恒定的速率收缩相对熵。这一事实的证明利用了在自旋和边的联合概率空间中熵的一个新的因式分解,这是Swendsen-Wang动力学的基础,它扩展到一般的有界度的二部图。这种分解导致了几个额外的结果,包括联合空间上许多自然局部和非局部马尔可夫链的混合时间界限,以及标准随机聚类动力学。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Entropy decay in the Swendsen–Wang dynamics on ℤd
We study the mixing time of the Swendsen-Wang dynamics for the ferromagnetic Ising and Potts models on the integer lattice ℤd. This dynamics is a widely used Markov chain that has largely resisted sharp analysis because it is non-local, i.e., it changes the entire configuration in one step. We prove that, whenever strong spatial mixing (SSM) holds, the mixing time on any n-vertex cube in ℤd is O(logn), and we prove this is tight by establishing a matching lower bound. The previous best known bound was O(n). SSM is a standard condition corresponding to exponential decay of correlations with distance between spins on the lattice and is known to hold in d=2 dimensions throughout the high-temperature (single phase) region. Our result follows from a modified log-Sobolev inequality, which expresses the fact that the dynamics contracts relative entropy at a constant rate at each step. The proof of this fact utilizes a new factorization of the entropy in the joint probability space over spins and edges that underlies the Swendsen-Wang dynamics, which extends to general bipartite graphs of bounded degree. This factorization leads to several additional results, including mixing time bounds for a number of natural local and non-local Markov chains on the joint space, as well as for the standard random-cluster dynamics.
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