Probability and Stochastic Analysis Seminar  RSS

24/08/2022, 17:00 — 18:00 — Online
, University Roma Tre

Rapid mixing of Gibbs samplers: Coupling, Spectral Independence, and Entropy Factorizations

We discuss some recent developments in the analysis of convergence to stationarity for the Gibbs sampler of general spin systems on arbitrary graphs. These are based on two recently introduced concepts: Spectral Independence and Block Factorization of Entropy. We show that the existence of a contractive coupling for a local Markov chain implies that the system is spectrally independent, and that if a system is spectrally independent then its entropy functional satisfies a general block factorization. As a corollary, we obtain new optimal bounds on the mixing time of a large class of sampling algorithms for the ferromagnetic Ising/Potts models in the so-called tree-uniqueness regime, including non-local chains such as the Swendsen-Wang dynamics. The methods apply to systems with hard constraints such as proper colorings and the hard core gas. We also discuss the entropy factorization for the uniform distribution over permutations and its role in the proof of a conjectured bound on the permanent of arbitrary matrices. Based on some recent joint works with Alexandre Bristiel, Antonio Blanca, Zongchen Chen, Daniel Parisi, Alistair Sinclair, Daniel Stefankovic, and Eric Vigoda.


Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.