Results 1 - 10
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35
The Markov Chain Monte Carlo method: an approach to approximate counting and integration
, 1996
"... In the area of statistical physics, Monte Carlo algorithms based on Markov chain simulation have been in use for many years. The validity of these algorithms depends crucially on the rate of convergence to equilibrium of the Markov chain being simulated. Unfortunately, the classical theory of stocha ..."
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Cited by 203 (13 self)
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In the area of statistical physics, Monte Carlo algorithms based on Markov chain simulation have been in use for many years. The validity of these algorithms depends crucially on the rate of convergence to equilibrium of the Markov chain being simulated. Unfortunately, the classical theory of stochastic processes hardly touches on the sort of non-asymptotic analysis required in this application. As a consequence, it had previously not been possible to make useful, mathematically rigorous statements about the quality of the estimates obtained. Within the last ten years, analytical tools have been devised with the aim of correcting this deficiency. As well as permitting the analysis of Monte Carlo algorithms for classical problems in statistical physics, the introduction of these tools has spurred the development of new approximation algorithms for a wider class of problems in combinatorial enumeration and optimization. The “Markov chain Monte Carlo ” method has been applied to a variety of such problems, and often provides the only known efficient (i.e., polynomial time) solution technique.
Markov Chain Algorithms for Planar Lattice Structures
, 1995
"... Consider the following Markov chain, whose states are all domino tilings of a 2n x 2n chessboard: starting from some arbitrary tiling, pick a 2 x 2 window uniformly at random. If the four squares appearing in this window are covered by two parallel dominoes, rotate the dominoes 90° in place. Repeat ..."
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Cited by 73 (9 self)
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Consider the following Markov chain, whose states are all domino tilings of a 2n x 2n chessboard: starting from some arbitrary tiling, pick a 2 x 2 window uniformly at random. If the four squares appearing in this window are covered by two parallel dominoes, rotate the dominoes 90° in place. Repeat many times. This process is used in practice to generate a random tiling, and is a widely used tool in the study of the combinatorics of tilings and the behavior of dimer systems in statistical physics. Analogous Markov chains are used to randomly generate other structures on various two-dimensional lattices. This paper presents techniques which prove for the first time that, in many interesting cases, a small number of random moves suffice to obtain a uniform distribution.
Some Applications of Laplace Eigenvalues of Graphs
- GRAPH SYMMETRY: ALGEBRAIC METHODS AND APPLICATIONS, VOLUME 497 OF NATO ASI SERIES C
, 1997
"... In the last decade important relations between Laplace eigenvalues and eigenvectors of graphs and several other graph parameters were discovered. In these notes we present some of these results and discuss their consequences. Attention is given to the partition and the isoperimetric properties of ..."
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Cited by 70 (0 self)
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In the last decade important relations between Laplace eigenvalues and eigenvectors of graphs and several other graph parameters were discovered. In these notes we present some of these results and discuss their consequences. Attention is given to the partition and the isoperimetric properties of graphs, the max-cut problem and its relation to semidefinite programming, rapid mixing of Markov chains, and to extensions of the results to infinite graphs.
Fastest Mixing Markov Chain on A Graph
- SIAM REVIEW
, 2003
"... We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e. the mixing rate of the Mar ..."
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Cited by 66 (13 self)
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We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e. the mixing rate of the Markov chain, is determined by the second largest (in magnitude) eigenvalue of the transition matrix. In this paper we address the problem of assigning probabilities to the edges of the graph in such a way as to minimize the second largest magnitude eigenvalue, i.e., the problem of finding the fastest mixing Markov chain on the graph. We show that
Testing that distributions are close
- In IEEE Symposium on Foundations of Computer Science
, 2000
"... Given two distributions over an n element set, we wish to check whether these distributions are statistically close by only sampling. We give a sublinear algorithm which uses O(n 2/3 ɛ −4 log n) independent samples from each distribution, runs in time linear in the sample size, makes no assumptions ..."
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Cited by 59 (12 self)
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Given two distributions over an n element set, we wish to check whether these distributions are statistically close by only sampling. We give a sublinear algorithm which uses O(n 2/3 ɛ −4 log n) independent samples from each distribution, runs in time linear in the sample size, makes no assumptions about the structure of the distributions, and distinguishes the cases ɛ when the distance between the distributions is small (less than max ( 2 32 3 √ n, ɛ 4 √)) or large (more n than ɛ) in L1-distance. We also give an Ω(n 2/3 ɛ −2/3) lower bound. Our algorithm has applications to the problem of checking whether a given Markov process is rapidly mixing. We develop sublinear algorithms for this problem as well.
Analyzing Glauber Dynamics by Comparison of Markov Chains
- Journal of Mathematical Physics
, 1999
"... A popular technique for studying random properties of a combinatorial set is to design a Markov chain Monte Carlo algorithm. For many problems there are natural Markov chains connecting the set of allowable configurations which are based on local moves, or "Glauber dynamics." Typically these single ..."
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Cited by 58 (9 self)
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A popular technique for studying random properties of a combinatorial set is to design a Markov chain Monte Carlo algorithm. For many problems there are natural Markov chains connecting the set of allowable configurations which are based on local moves, or "Glauber dynamics." Typically these single site update algorithms are difficult to analyze, so often the Markov chain is modified to update several sites simultaneously. Recently there has been progress in analyzing these more complicated algorithms for several important combinatorial problems. In this work we use the comparison technique of Diaconis and Saloff-Coste to show that several of the natural single point update algorithms are efficient. The strategy is to relate the mixing rate of these algorithms to the corresponding non-local algorithms which have already been analyzed. This allows us to give polynomial bounds for single point update algorithms for problems such as generating planar tilings and random triangulations of c...
The Complexity of Counting in Sparse, Regular, and Planar Graphs
- SIAM Journal on Computing
, 1997
"... We show that a number of graph-theoretic counting problems remain NP-hard, indeed #P-complete, in very restricted classes of graphs. In particular, it is shown that the problems of counting matchings, vertex covers, independent sets, and extremal variants of these all remain hard when restricted to ..."
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Cited by 47 (0 self)
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We show that a number of graph-theoretic counting problems remain NP-hard, indeed #P-complete, in very restricted classes of graphs. In particular, it is shown that the problems of counting matchings, vertex covers, independent sets, and extremal variants of these all remain hard when restricted to planar bipartite graphs of bounded degree or regular graphs of constant degree. To achieve these results, a new interpolationbased reduction technique which preserves properties such as constant degree is introduced. In addition, the problem of approximately counting minimum cardinality vertex covers is shown to remain NP-hard even when restricted to graphs of maximal degree 3. Previously, restrictedcase complexity results for counting problems were elusive; we believe our techniques may help obtain similar results for many other counting problems. 1 Introduction Ever since the introduction of NP-completeness in the early 1970's, the primary focus of complexity theory has been on decision ...
A Randomized Fully Polynomial Time Approximation Scheme for the All Terminal Network Reliability Problem
- SIAM J. Comput
, 1996
"... The classic all-terminal network reliability problem posits a graph, each of whose edges fails independently with some given probability. The goal is to determine the probability that the network becomes disconnected due to edge failures. This problem has obvious applications in the design of commun ..."
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Cited by 43 (2 self)
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The classic all-terminal network reliability problem posits a graph, each of whose edges fails independently with some given probability. The goal is to determine the probability that the network becomes disconnected due to edge failures. This problem has obvious applications in the design of communication networks. Since the problem is ]P-complete, and thus believed hard to solve exactly, a great deal of research has been devoted to estimating the failure probability. In this paper, we give a fully polynomial randomized approximation scheme that, given any n-vertex graph with specified failure probabilities, computes in time polynomial in n and 1=ffl an estimate for the failure probability that is accurate to within a relative error of 1 \Sigma ffl with high probability. We also give a deterministic polynomial approximation scheme for the case of small failure probabilities. Some extensions to evaluating probabilities of k-connectivity, strong connectivity in directed Eulerian graph...
Random Walks on Truncated Cubes and Sampling 0-1 Knapsack Solutions
- in Proc. 40th IEEE Symp. on Foundations of Computer Science
, 2002
"... We solve an open problem concerning the mixing time of symmetric random walk on the n- dimensional cube truncated by a hyperplane, showing that it is polynomial in n. As a consequence, we obtain a fully-polynomial randomized approximation scheme for counting the feasible solutions of a 0-1 knapsa ..."
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Cited by 42 (1 self)
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We solve an open problem concerning the mixing time of symmetric random walk on the n- dimensional cube truncated by a hyperplane, showing that it is polynomial in n. As a consequence, we obtain a fully-polynomial randomized approximation scheme for counting the feasible solutions of a 0-1 knapsack problem. The results extend to the case of any xed number of hyperplanes.

