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The Effect of Boundary Conditions on Mixing Rates of Markov Chains

机译:边界条件对马尔可夫链混合率的影响

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摘要

Many natural Markov chains undergo a phase transition as a temperature parameter is varied; a chain can be rapidly mixing at high temperature and slowly mixing at low temperature. Moreover, it is believed that even at low temperature, the rate of convergence is strongly dependent on the environment in which the underlying system is placed. It is believed that the boundary conditions of a spin configuration can determine whether a local Markov chain mixes quickly or slowly, but this has only been verified previously for models defined on trees. We demonstrate that the mixing time of Broder's Markov chain for sampling perfect and near-perfect matchings does have such a dependence on the environment when the underlying graph is the square-octagon lattice. We show the same effect occurs for a related chain on the space of Ising and "near-Ising" configurations on the two-dimensional Cartesian lattice.
机译:随着温度参数的变化,许多自然马尔可夫链都会发生相变。一条链可以在高温下快速混合,而在低温下缓慢混合。此外,据信即使在低温下,收敛速度也强烈取决于底层系统所处的环境。相信自旋构型的边界条件可以确定局部马尔可夫链是快速混合还是缓慢混合,但这仅先前已针对树上定义的模型进行了验证。我们证明,当基础图是正方形八角形格子时,用于采样完美匹配和接近完美匹配的Broder马尔可夫链的混合时间确实对环境有这种依赖性。我们显示在二维笛卡尔网格上的Ising和“ near-Ising”配置空间上,相关链发生相同的影响。

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