Skip to main contentSkip to search
Episciences
Open Access Journals
Sign in(new window)
Discrete Mathematics & Theoretical Computer Science logo
Discrete Mathematics & Theoretical Computer Science
Discrete Mathematics & Theoretical Computer Science logo
Discrete Mathematics & Theoretical Computer Science
Sign in(new window)
Articles & Issues
All articlesAll accepted articlesAll volumesLast volumeSectionsSpecial issuesAuthors
About
The journalIndexing
Boards
Publish
For authorsEthical charter
Submit
Discrete Mathematics & Theoretical Computer Science logo
Contact
|
Credits
eISSN 1365-8050
|
RSS
|
Atom
Episciences
Documentation
|
Acknowledgements
|
Publishing policy
Accessibility: non-compliant
|
Legal mentions
|
Privacy statement
|
Terms of use
  1. Home > Articles & Issues >
  2. Articles >
  3. Rapidly mixing chain ...
Conference paper

Rapidly mixing chain and perfect sampler for logarithmic separable concave distributions on simplex

Shuji Kijima (1), Tomomi Matsui (1)
(1) Department of Mathematical Informatics [Tokyo]
Download article
Open on HAL
Imported on
May 10, 2017
Published on
December 31, 2004
Last modified on
March 31, 2025
Volume 0
DMTCS Proceedings vol. AD, International Conference on Analysis of Algorithms
Proceedings
DOI
10.46298/dmtcs.3374
License
https://about.hal.science/hal-authorisation-v1
Indicators
506
Views
424
Downloads

Rapidly mixing chain and perfect sampler for logarithmic separable concave distributions on simplex

Shuji Kijima (1), Tomomi Matsui (1)
(1) Department of Mathematical Informatics [Tokyo]
Abstract
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 $\textit{O}(n^3 \textit{ln}(Kn))$.
Keywords
  • [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]
  • Markov chain
  • Mixing time
  • Path coupling
  • Coupling from the past
  • Log-concave function.
Cited by

Source: OpenCitations

  • Polynomial time approximate or perfect samplers for discretized Dirichlet distribution

    Japan Journal of Industrial and Applied Mathematics

    Authors : Tomomi Matsui ORCID, Mitsuo Motoki, Naoyuki Kamatani, Shuji Kijima ORCID

    Journal reference : Volume 27, 2010, pp. 91-123

    DOI : 10.1007/s13160-010-0002-0
Preview
Loading PDF preview...