Shuji Kijima ; Tomomi Matsui - Rapidly mixing chain and perfect sampler for logarithmic separable concave distributions on simplex

dmtcs:3374 - Discrete Mathematics & Theoretical Computer Science, January 1, 2005, DMTCS Proceedings vol. AD, International Conference on Analysis of Algorithms - https://doi.org/10.46298/dmtcs.3374
Rapidly mixing chain and perfect sampler for logarithmic separable concave distributions on simplexArticle

Authors: Shuji Kijima 1; Tomomi Matsui 1

  • 1 Department of Mathematical Informatics [Tokyo]

In this paper, we are concerned with random sampling of an n dimensional integral point on an $(n-1)$ dimensional simplex according to a multivariate discrete distribution. We employ sampling via Markov chain and propose two "hit-and-run'' chains, one is for approximate sampling and the other is for perfect sampling. We introduce an idea of <i>alternating inequalities </i> and show that a <i>logarithmic separable concave</i> function satisfies the alternating inequalities. If a probability function satisfies alternating inequalities, then our chain for approximate sampling mixes in $\textit{O}(n^2 \textit{ln}(Kɛ^{-1}))$, namely $(1/2)n(n-1) \textit{ln}(K ɛ^{-1})$, where $K$ is the side length of the simplex and $ɛ (0<ɛ<1)$ is an error rate. On the same condition, we design another chain and a perfect sampler based on monotone CFTP (Coupling from the Past). We discuss a condition that the expected number of total transitions of the chain in the perfect sampler is bounded by $\textit{O}(n^3 \textit{ln}(Kn))$.


Volume: DMTCS Proceedings vol. AD, International Conference on Analysis of Algorithms
Section: Proceedings
Published on: January 1, 2005
Imported on: May 10, 2017
Keywords: Log-concave function.,Coupling from the past,Markov chain,Mixing time,Path coupling,[INFO.INFO-DS] Computer Science [cs]/Data Structures and Algorithms [cs.DS],[INFO.INFO-DM] Computer Science [cs]/Discrete Mathematics [cs.DM],[MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO],[INFO.INFO-CG] Computer Science [cs]/Computational Geometry [cs.CG]

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