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Parallelising Glauber Dynamics

Author Holden Lee

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  • Theory of computation → Random walks and Markov chains
Keywords
  • sampling
  • Ising model
  • parallel algorithm
  • Markov chain
  • Glauber dynamics

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Abstract

For distributions over discrete product spaces ∏_{i=1}^n Ω_i', Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that k-Glauber dynamics, which resamples a random subset of k coordinates, mixes k times faster in χ²-divergence, and assuming approximate tensorization of entropy, mixes k times faster in KL-divergence. We apply this to obtain parallel algorithms in two settings: (1) For the Ising model μ_{J,h}(x) ∝ exp(1/2 ⟨x,Jx⟩ + ⟨h,x⟩) with ‖J‖ < 1-c (the regime where fast mixing is known), we show that we can implement each step of Θ(n/‖J‖_F)-Glauber dynamics efficiently with a parallel algorithm, resulting in a parallel algorithm with running time Õ(‖J‖_F) = Õ(√n). (2) For the mixed p-spin model at high enough temperature, we show that with high probability we can implement each step of Θ(√n)-Glauber dynamics efficiently and obtain running time Õ(√n).

Cite As Get BibTex

Holden Lee. Parallelising Glauber Dynamics. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 317, pp. 49:1-49:24, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024) https://doi.org/10.4230/LIPIcs.APPROX/RANDOM.2024.49

Author Details

Holden Lee
  • Department of Applied Mathematics and Statistics, The Johns Hopkins University, Baltimore, MD, USA

Acknowledgements

I want to thank Leo Du, Frederic Koehler, and Nicolas Loizou for helpful discussions.

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