Path coupling: A technique for proving rapid mixing in Markov chains

被引:191
作者
Bubley, R [1 ]
Dyer, M [1 ]
机构
[1] Univ Leeds, Sch Comp Studies, Leeds LS2 9JT, W Yorkshire, England
来源
38TH ANNUAL SYMPOSIUM ON FOUNDATIONS OF COMPUTER SCIENCE, PROCEEDINGS | 1997年
关键词
D O I
10.1109/SFCS.1997.646111
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
The main technique used in algorithm design for approximating #P-hard counting problems is the Markov chain Monte Carlo method. At the heart of the method is the study of the convergence (mixing) rates of particular Markov chains of interest. In this paper we illustrate a new approach to the coupling technique, which we call path coupling, for bounding mixing rates. Previous applications of coupling have required detailed insights into the combinatorics of the problem at hand, and this complexity can make the technique extremely difficult to apply successfully. Path coupling helps to minimize the combinatorial difficulty and in all cases provides simpler convergence proofs than does the standard coupling method. However; the true power of the method is that the simplification obtained may allow coupling proofs which were previously unknown, or provide significantly better bounds than those obtained using the standard method. We apply the path coupling method to several hard combinatorial problems, obtaining new or improved results. We examine combinatorial problems such as graph colouring and TWICE-SAT, and problems from statistical physics, such as the antiferromagnetic Ports model and the hard-core lattice gas model. In each case we provide either a proof of rapid mixing where none was known previously or substantial simplification of existing proofs with conseqent gains in the performance of the resulting algorithms.
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页码:223 / 231
页数:9
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