We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
It is known that the simple slice sampler has robust convergence properties; however, the class of problems where it can be implemented is limited. In contrast, we consider hybrid slice samplers which are easily implementable and where another Markov chain approximately samples the uniform distribution on each slice. Under appropriate assumptions on the Markov chain on the slice, we give a lower bound and an upper bound of the spectral gap of the hybrid slice sampler in terms of the spectral gap of the simple slice sampler. An immediate consequence of this is that the spectral gap and geometric ergodicity of the hybrid slice sampler can be concluded from the spectral gap and geometric ergodicity of the simple version, which is very well understood. These results indicate that robustness properties of the simple slice sampler are inherited by (appropriately designed) easily implementable hybrid versions. We apply the developed theory and analyze a number of specific algorithms, such as the stepping-out shrinkage slice sampling, hit-and-run slice sampling on a class of multivariate targets, and an easily implementable combination of both procedures on multidimensional bimodal densities.
In this chapter, we develop spectral techniques. We highlight some applications to Markov chain mixing and network analysis. The main tools are the spectral theorem and the variational characterization of eigenvalues, which we review together with some related results. We also give a brief introduction to spectral graph theory and detail an application to community recovery. Then we apply the spectral theorem to reversible Markov chains. In particular we define the spectral gap and establish its close relationship to the mixing time. We also show in that the spectral gap can be bounded using certain isoperimetric properties of the underlying network. We prove Cheeger’s inequality, which quantifies this relationship, and introduce expander graphs, an important family of graphs with good “expansion.” Applications to mixing times are also discussed. One specific technique is the “canonical paths method,” which bounds the spectral graph by formalizing a notion of congestion in the network.
In this paper, we propose new Metropolis–Hastings and simulated annealing algorithms on a finite state space via modifying the energy landscape. The core idea of landscape modification rests on introducing a parameter c, such that the landscape is modified once the algorithm is above this threshold parameter to encourage exploration, while the original landscape is utilized when the algorithm is below the threshold for exploitation purposes. We illustrate the power and benefits of landscape modification by investigating its effect on the classical Curie–Weiss model with Glauber dynamics and external magnetic field in the subcritical regime. This leads to a landscape-modified mean-field equation, and with appropriate choice of c the free energy landscape can be transformed from a double-well into a single-well landscape, while the location of the global minimum is preserved on the modified landscape. Consequently, running algorithms on the modified landscape can improve the convergence to the ground state in the Curie–Weiss model. In the setting of simulated annealing, we demonstrate that landscape modification can yield improved or even subexponential mean tunnelling time between global minima in the low-temperature regime by appropriate choice of c, and we give a convergence guarantee using an improved logarithmic cooling schedule with reduced critical height. We also discuss connections between landscape modification and other acceleration techniques, such as Catoni’s energy transformation algorithm, preconditioning, importance sampling, and quantum annealing. The technique developed in this paper is not limited to simulated annealing, but is broadly applicable to any difference-based discrete optimization algorithm by a change of landscape.
We show that the diameter of a uniformly drawn spanning tree of a simple connected graph on n vertices with minimal degree linear in n is typically of order
$\sqrt{n}$
. A byproduct of our proof, which is of independent interest, is that on such graphs the Cheeger constant and the spectral gap are comparable.
Consider the following iterated process on a hypergraph H. Each vertex v starts with some initial weight
$x_v$
. At each step, uniformly at random select an edge e in H, and for each vertex v in e replace the weight of v by the average value of the vertex weights over all vertices in e. This is a generalization of an interactive process on graphs which was first introduced by Aldous and Lanoue. In this paper we use the eigenvalues of a Laplacian for hypergraphs to bound the rate of convergence for this iterated averaging process.
We study a general class of interacting particle systems called kinetically constrained models (KCM) in two dimensions tightly linked to the monotone cellular automata called bootstrap percolation. There are three classes of such models, the most studied being the critical one. In a recent series of works by Martinelli, Morris, Toninelli and the authors, it was shown that the KCM counterparts of critical bootstrap percolation models with the same properties split into two classes with different behaviour. Together with the companion paper by the first author, our work determines the logarithm of the infection time up to a constant factor for all critical KCM, which were previously known only up to logarithmic corrections. This improves all previous results except for the Duarte-KCM, for which we give a new proof of the best result known. We establish that on this level of precision critical KCM have to be classified into seven categories instead of the two in bootstrap percolation. In the present work, we establish lower bounds for critical KCM in a unified way, also recovering the universality result of Toninelli and the authors and the Duarte model result of Martinelli, Toninelli and the second author.
We prove an analogue of Alon’s spectral gap conjecture for random bipartite, biregular graphs. We use the Ihara–Bass formula to connect the non-backtracking spectrum to that of the adjacency matrix, employing the moment method to show there exists a spectral gap for the non-backtracking matrix. A by-product of our main theorem is that random rectangular zero-one matrices with fixed row and column sums are full rank with high probability. Finally, we illustrate applications to community detection, coding theory, and deterministic matrix completion.
A family $\{Q_{\beta}\}_{\beta \geq 0}$ of Markov chains is said to exhibit metastable mixing with modes$S_{\beta}^{(1)},\ldots,S_{\beta}^{(k)}$ if its spectral gap (or some other mixing property) is very close to the worst conductance $\min\!\big(\Phi_{\beta}\big(S_{\beta}^{(1)}\big), \ldots, \Phi_{\beta}\big(S_{\beta}^{(k)}\big)\big)$ of its modes for all large values of $\beta$. We give simple sufficient conditions for a family of Markov chains to exhibit metastability in this sense, and verify that these conditions hold for a prototypical Metropolis–Hastings chain targeting a mixture distribution. The existing metastability literature is large, and our present work is aimed at filling the following small gap: finding sufficient conditions for metastability that are easy to verify for typical examples from statistics using well-studied methods, while at the same time giving an asymptotically exact formula for the spectral gap (rather than a bound that can be very far from sharp). Our bounds from this paper are used in a companion paper (O. Mangoubi, N. S. Pillai, and A. Smith, arXiv:1808.03230) to compare the mixing times of the Hamiltonian Monte Carlo algorithm and a random walk algorithm for multimodal target distributions.
It is a fact simple to establish that the mixing time of the simple random walk on a d-regular graph
$G_n$
with n vertices is asymptotically bounded from below by
$\frac {d }{d-2 } \frac {\log n}{\log (d-1)}$
. Such a bound is obtained by comparing the walk on
$G_n$
to the walk on d-regular tree
$\mathcal{T}_d$
. If one can map another transitive graph
$\mathcal{G} $
onto
$G_n$
, then we can improve the strategy by using a comparison with the random walk on
$\mathcal{G} $
(instead of that of
$\mathcal{T} _d$
), and we obtain a lower bound of the form
$\frac {1}{\mathfrak{h} }\log n$
, where
$\mathfrak{h} $
is the entropy rate associated with
$\mathcal{G} $
. We call this the entropic lower bound.
It was recently proved that in the case
$\mathcal{G} =\mathcal{T} _d$
, this entropic lower bound (in that case
$\frac {d }{d-2 } \frac {\log n}{\log (d-1)}$
) is sharp when graphs have minimal spectral radius and thus that in that case the random walk exhibits cutoff at the entropic time. In this article, we provide a generalisation of the result by providing a sufficient condition on the spectra of the random walks on
$G_n$
under which the random walk exhibits cutoff at the entropic time. It applies notably to anisotropic random walks on random d-regular graphs and to random walks on random n-lifts of a base graph (including nonreversible walks).
While random matrices give us the exact value of the constant C(n), it is natural to search for alternate deterministic constructions that show that C(n)<n. This chapter explores this direction. The central notion here is that of spectral gap. To prove the key estimate that C(n)<n, it suffices to produce sequences of n-tuples of unitary matrices exhibiting a certain kind of spectral gap. The notion of quantum expanders naturally enter the discussion here. Their existence can be derived from that of groups with property (T) admitting sufficiently many finite dimensional unitary representations. The notion of quantum spherical code that we introduce hereis a natural way to describe what is needed in the present context.
J.-C. Yoccoz proposed a natural extension of Selberg’s eigenvalue conjecture to moduli spaces of abelian differentials. We prove an approximation to this conjecture. This gives a qualitative generalization of Selberg’s $\frac{3}{16}$ theorem to moduli spaces of abelian differentials on surfaces of genus ${\geqslant}2$.
Let M be an arbitrary factor and $\sigma : \Gamma \curvearrowright M$ an action of a discrete group. In this paper, we study the fullness of the crossed product $M \rtimes _\sigma \Gamma $. When Γ is amenable, we obtain a complete characterization: the crossed product factor $M \rtimes _\sigma \Gamma $ is full if and only if M is full and the quotient map $\overline {\sigma } : \Gamma \rightarrow {\rm out}(M)$ has finite kernel and discrete image. This answers the question of Jones from [11]. When M is full and Γ is arbitrary, we give a sufficient condition for $M \rtimes _\sigma \Gamma $ to be full which generalizes both Jones' criterion and Choda's criterion. In particular, we show that if M is any full factor (possibly of type III) and Γ is a non-inner amenable group, then the crossed product $M \rtimes _\sigma \Gamma $ is full.
We consider Markov processes, which describe, e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit steady-state distribution of product form available in the literature, we note that this steady-state distribution does not provide information about the correlation structure in time and space (over nodes). We study this correlation structure via one-step correlations for the queueing-environment process. Although formulas for absolute values of these correlations are complicated, the differences of correlations of related networks are simple and have a nice structure. We therefore compare two networks in a random environment having the same invariant distribution, and focus on the time behaviour of the processes when in such a network the environment changes or the rules for travelling are perturbed. Evaluating the comparison formulas we compare spectral gaps and asymptotic variances of related processes.
The goal of this paper is to identify exponential convergence rates and to find computable bounds for them for Markov processes representing unreliable Jackson networks. First, we use the bounds of Lawler and Sokal (1988) in order to show that, for unreliable Jackson networks, the spectral gap is strictly positive if and only if the spectral gaps for the corresponding coordinate birth and death processes are positive. Next, utilizing some results on birth and death processes, we find bounds on the spectral gap for network processes in terms of the hazard and equilibrium functions of the one-dimensional marginal distributions of the stationary distribution of the network. These distributions must be in this case strongly light-tailed, in the sense that their discrete hazard functions have to be separated from 0. We relate these hazard functions with the corresponding networks' service rate functions using the equilibrium rates of the stationary one-dimensional marginal distributions. We compare the obtained bounds on the spectral gap with some other known bounds.
Let ${\rm\Gamma}(n,p)$ denote the binomial model of a random triangular group. We show that there exist constants $c,C>0$ such that if $p\leqslant c/n^{2}$, then asymptotically almost surely (a.a.s.) ${\rm\Gamma}(n,p)$ is free, and if $p\geqslant C\log n/n^{2}$, then a.a.s. ${\rm\Gamma}(n,p)$ has Kazhdan’s property (T). Furthermore, we show that there exist constants $C^{\prime },c^{\prime }>0$ such that if $C^{\prime }/n^{2}\leqslant p\leqslant c^{\prime }\log n/n^{2}$, then a.a.s. ${\rm\Gamma}(n,p)$ is neither free nor has Kazhdan’s property (T).
It is well known that a finitely generated group ${\rm\Gamma}$ has Kazhdan’s property (T) if and only if the Laplacian element ${\rm\Delta}$ in $\mathbb{R}[{\rm\Gamma}]$ has a spectral gap. In this paper, we prove that this phenomenon is witnessed in $\mathbb{R}[{\rm\Gamma}]$. Namely, ${\rm\Gamma}$ has property (T) if and only if there exist a constant ${\it\kappa}>0$ and a finite sequence ${\it\xi}_{1},\ldots ,{\it\xi}_{n}$ in $\mathbb{R}[{\rm\Gamma}]$ such that ${\rm\Delta}^{2}-{\it\kappa}{\rm\Delta}=\sum _{i}{\it\xi}_{i}^{\ast }{\it\xi}_{i}$. This result suggests the possibility of finding new examples of property (T) groups by solving equations in $\mathbb{R}[{\rm\Gamma}]$, possibly with the assistance of computers.
We are interested in the rate function of the moderate deviation principle for the two-sample matching problem. This is related to the determination of 1-Lipschitzfunctions with maximal variance. We give an exact solution for random variables which havenormal law, or are uniformly distributed on the Euclidean ball.
For exponential open and closed queueing networks, we investigate the internal dependence structure, compare the internal dependence for different networks, and discuss the relation of correlation formulae to the existence of spectral gaps and comparison of asymptotic variances. A central prerequisite for the derived theorems is stochastic monotonicity of the networks. The dependence structure of network processes is described by concordance order with respect to various classes of functions. Different networks with the same first-order characteristics are compared with respect to their second-order properties. If a network is perturbed by changing the routeing in a way which holds the routeing equilibrium fixed, the resulting perturbations of the network processes are evaluated.
We show that, for reversible continuous-time Markov chains, the closeness of the nonzero eigenvalues of the generator to zero provides complete information about the sensitivity of the distribution vector to perturbations of the generator. Our results hold for both the transient and the stationary states.
We present several functional inequalitiesfor finite difference gradients, such asa Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities,associated deviation estimates,and an exponential integrability property.In the particular case of the geometric distribution on ${\mathbb{N}}$we use an integration by parts formula to computethe optimal isoperimetric and Poincaré constants,and to obtain an improvement of ourgeneral logarithmic Sobolev inequality.By a limiting procedure we recover the correspondinginequalities for the exponential distribution.These results have applications to interacting spin systems undera geometric reference measure.