Sampling Adsorbing Staircase Walks Using a New Markov Chain Decomposition Method
نویسندگان
چکیده
Staircase walks are lattice paths from to which take diagonal steps and which never fall below the -axis. A path hitting the -axis times is assigned a weight of where . A simple local Markov chain which connects the state space and converges to the Gibbs measure (which normalizes these weights) is known to be rapidly mixing when , and can easily be shown to be rapidly mixing when . We give the first proof that this Markov chain is also mixing in the more interesting case of , known in the statistical physics community as adsorbing staircase walks. The main new ingredient is a decomposition technique which allows us to analyze the Markov chain in pieces, applying different arguments to analyze each piece.
منابع مشابه
Random Walks on Combinatorial Objects
Approximate sampling from combinatorially-defined sets, using the Markov chain Monte Carlo method, is discussed from the perspective of combinatorial algorithms. We also examine the associated problem of discrete integration over such sets. Recent work is reviewed, and we re-examine the underlying formal foundational framework in the light of this. We give a detailed treatment of the coupling t...
متن کاملA New Markov Chain Based Acceptance Sampling Policy via the Minimum Angle Method
We develop an optimization model based on Markovian approach to determine the optimum value of thresholds in a proposed acceptance sampling design. Consider an acceptance sampling plan where items are inspected and when the number of conforming items between successive defective items falls below a lower control threshold value, then the batch is rejected, and if it falls above a control thresh...
متن کامل25.1.2 Random Walks and Their Properties
The previous lecture showed that, for self-reducible problems, the problem of estimating the size of the set of feasible solutions is equivalent to the problem of sampling nearly uniformly from that set. This lecture explores the applications of that result by developing techniques for sampling from a uniform distribution. Specifically, this lecture introduces the concept of Markov Chain Monte ...
متن کاملT - 79 . 5204 Combinatorial Models and Stochastic Algorithms
I Markov Chains and Stochastic Sampling 2 1 Markov Chains and Random Walks on Graphs . . . . . . . . . . . 2 1.1 Structure of Finite Markov Chains . . . . . . . . . . . . . 2 1.2 Existence and Uniqueness of Stationary Distribution . . . 10 1.3 Convergence of Regular Markov Chains . . . . . . . . . . 14 1.4 Transient Behaviour of General Chains . . . . . . . . . . 17 1.5 Reversible Markov Chains...
متن کاملQuantum Speed-up for Approximating Partition Functions
We achieve a quantum speed-up of fully polynomial randomized approximation schemes (FPRAS) for estimating partition functions that combine simulated annealing with the Monte-Carlo Markov Chain method and use non-adaptive cooling schedules. The improvement in time complexity is twofold: a quadratic reduction with respect to the spectral gap of the underlying Markov chains and a quadratic reducti...
متن کامل