Fastest Mixing Markov Chain on Graphs with Symmetries

نویسندگان

  • Stephen P. Boyd
  • Persi Diaconis
  • Pablo A. Parrilo
  • Lin Xiao
چکیده

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (choose the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition probability matrix). Exploiting symmetry can lead to significant reduction in both number of optimization variables and size of matrices in solving the corresponding semidefinite programs. The problem can be considerably simplified and is often solvable by only exploiting symmetry. We obtain analytic or semianalytic results for particular classes of graphs, such as edge-transitive and distance-transitive graphs. We describe two general approaches for symmetry exploitation based on orbit theory and block-diagonalization, respectively. These approaches enable numerical solution of largescale instances, otherwise computationally infeasible to solve.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fastest Mixing Markov Chain on a Graph

We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e., the mixing rate of the Markov chain, is determined by the second largest (in magnitude) eigenvalue of the transition matri...

متن کامل

Gossip and mixing times of random walks on random graphs

Motivated by applications to sensor and ad hoc networks, we study distributed algorithms for passing information and for computing averages in an arbitrarily connected network of nodes. Our work draws upon and contributes to a growing body of literature in three areas: (i) Distributed averaging algorithms, as formulated in Kempe, Dobra and Gehrke (2003), (ii) geometric random graph models for l...

متن کامل

Fast and Slim Lifted Markov Chains

Metropolis-Hasting method allows for designing a reversible Markov chain P on a given graph G for a target stationary distribution π. Such a Markov chain may suffer from its slow mixing time due to reversibility. Diaconis, Holmes and Neal (1997) for the ring-like chain P , and later Chen, Lovasz and Pak (2002) for an arbitrary chain P provided an explicit construction of a non-reversible Markov...

متن کامل

Markov Chains on Orbits of Permutation Groups

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the symmetries of graphical models. Second, we introduce orbital Markov chains, a novel family of Markov chains leveraging model symmetries to reduce mixing times. We...

متن کامل

Fastest Mixing Markov Chain on Symmetric K-Partite Network

Solving fastest mixing Markov chain problem (i.e. finding transition probabilities on the edges to minimize the second largest eigenvalue modulus of the transition probability matrix) over networks with different topologies is one of the primary areas of research in the context of computer science and one of the well known networks in this issue is -partite network. Here in this work we present...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 20  شماره 

صفحات  -

تاریخ انتشار 2009