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Rapidly mixing Markov chains for sampling contingency tables with a constant number of rows

机译:快速混合马尔可夫链以对具有恒定行数的列联表进行采样

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We consider the problem of sampling almost uniformly from the set of contingency tables with given row and column sums, when the number of rows is a constant. Cryan and Dyer [J. Comput. System Sci., 67 ( 2003), pp. 291 - 310] have recently given a fully polynomial randomized approximation scheme (fpras) for the related counting problem, which employs Markov chain methods indirectly. They leave open the question as to whether a natural Markov chain on such tables mixes rapidly. Here we show that the "2 x 2 heat-bath" Markov chain is rapidly mixing. We prove this by considering first a heat-bath chain operating on a larger window. Using techniques developed by Morris [ Random Walks in Convex Sets, Ph. D. thesis, Department of Statistics, University of California, Berkeley, CA, 2000] and Morris and Sinclair [ SIAM J. Comput., 34 ( 2004), pp. 195 - 226] for the multidimensional knapsack problem, we show that this chain mixes rapidly. We then apply the comparison method of Diaconis and Saloff-Coste [ Ann. Appl. Probab., 3 ( 1993), pp. 696 - 730] to show that the 2 x 2 chain is also rapidly mixing.
机译:当行数为常数时,我们考虑从具有给定行和列总和的列联表中几乎均匀地采样的问题。 Cryan和Dyer [J.计算System Sci。,67(2003),pp。291-310]最近针对相关计数问题给出了完全多项式随机近似方案(fpras),该方案间接采用了马尔可夫链方法。他们对这样的桌子上的自然马尔可夫链是否会迅速混合提出了疑问。在这里,我们表明“ 2 x 2热浴”马尔可夫链正在迅速混合。我们首先考虑在较大窗口上运行的热浴链来证明这一点。使用莫里斯[2000年在加利福尼亚大学伯克利分校统计系统计学系随机走的凸集,博士学位论文]和莫里斯和辛克莱[SIAM J. Comput。,34(2004),pp。 195-226]针对多维背包问题,我们证明了这条链迅速混合。然后,我们应用Diaconis和Saloff-Coste的比较方法[Ann。应用Probab。,3(1993),pp。696-730]表明2 x 2链也在迅速混合。

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