Simple parallel algorithms for single-site dynamics

The single-site dynamics are a canonical class of Markov chains for sampling from high-dimensional probability distributions, e.g. the ones represented by graphical models. We give a simple and generic parallel algorithm that can faithfully simulate single-site dynamics. When the chain asymptotically satisfies the ℓ p -Dobrushin’s condition, specifically, when the Dobrushin’s influence matrix has constantly bounded ℓ p -induced operator norm for an arbitrary p ∈[1, ∞], the parallel simulation of N steps of single-site updates succeeds within O ( N / n +log n ) depth of parallel computing using Õ( m ) processors, where n is the number of sites and m is the size of graphical model. Since the Dobrushin’s condition is almost always satisfied asymptotically by mixing chains, this parallel simulation algorithm essentially transforms single-site dynamics with optimal O ( n log n ) mixing time to algorithms for sampling. In particular we obtain samplers, for the Ising models on general graphs in the uniqueness regime, and for satisfying solutions of CNF formulas in a local lemma regime. With non-adaptive simulated annealing, these samplers can be transformed routinely to algorithms for approximate counting. A key step in our parallel simulation algorithm, is a so-called “universal coupling” procedure, which tries to simultaneously couple all distributions over the same sample space. We construct such a universal coupling, that for every pair of distributions the coupled probability is at least their Jaccard similarity. We also prove that this is optimal in the worst case. The universal coupling and its applications are of independent interests.

Authors

• Hongyang Liu
• Yitong Yin

Keywords

• Markov chain Monte Carlo
• Single-site dynamics
• sampling