Parameter estimation for Gibbs distributions
Harris DG, Kolmogorov V. 2023. Parameter estimation for Gibbs distributions. 50th International Colloquium on Automata, Languages, and Programming. ICALP: International Colloquium on Automata, Languages, and Programming, LIPIcs, vol. 261, 72.
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Author
Harris, David G.;
Kolmogorov, VladimirISTA
Department
Series Title
LIPIcs
Abstract
A central problem in computational statistics is to convert a procedure for sampling combinatorial objects into a procedure for counting those objects, and vice versa. We will consider sampling problems which come from Gibbs distributions, which are families of probability distributions over a discrete space Ω with probability mass function of the form μ^Ω_β(ω) ∝ e^{β H(ω)} for β in an interval [β_min, β_max] and H(ω) ∈ {0} ∪ [1, n].
The partition function is the normalization factor Z(β) = ∑_{ω ∈ Ω} e^{β H(ω)}, and the log partition ratio is defined as q = (log Z(β_max))/Z(β_min)
We develop a number of algorithms to estimate the counts c_x using roughly Õ(q/ε²) samples for general Gibbs distributions and Õ(n²/ε²) samples for integer-valued distributions (ignoring some second-order terms and parameters), We show this is optimal up to logarithmic factors. We illustrate with improved algorithms for counting connected subgraphs and perfect matchings in a graph.
Publishing Year
Date Published
2023-07-01
Proceedings Title
50th International Colloquium on Automata, Languages, and Programming
Publisher
Schloss Dagstuhl - Leibniz-Zentrum für Informatik
Acknowledgement
We thank Heng Guo for helpful explanations of algorithms for sampling connected subgraphs and matchings, Maksym Serbyn for bringing to our attention the Wang-Landau algorithm and its use in physics.
Volume
261
Article Number
72
Conference
ICALP: International Colloquium on Automata, Languages, and Programming
Conference Location
Paderborn, Germany
Conference Date
2023-07-10 – 2023-07-14
ISBN
ISSN
IST-REx-ID
Cite this
Harris DG, Kolmogorov V. Parameter estimation for Gibbs distributions. In: 50th International Colloquium on Automata, Languages, and Programming. Vol 261. Schloss Dagstuhl - Leibniz-Zentrum für Informatik; 2023. doi:10.4230/LIPIcs.ICALP.2023.72
Harris, D. G., & Kolmogorov, V. (2023). Parameter estimation for Gibbs distributions. In 50th International Colloquium on Automata, Languages, and Programming (Vol. 261). Paderborn, Germany: Schloss Dagstuhl - Leibniz-Zentrum für Informatik. https://doi.org/10.4230/LIPIcs.ICALP.2023.72
Harris, David G., and Vladimir Kolmogorov. “Parameter Estimation for Gibbs Distributions.” In 50th International Colloquium on Automata, Languages, and Programming, Vol. 261. Schloss Dagstuhl - Leibniz-Zentrum für Informatik, 2023. https://doi.org/10.4230/LIPIcs.ICALP.2023.72.
D. G. Harris and V. Kolmogorov, “Parameter estimation for Gibbs distributions,” in 50th International Colloquium on Automata, Languages, and Programming, Paderborn, Germany, 2023, vol. 261.
Harris DG, Kolmogorov V. 2023. Parameter estimation for Gibbs distributions. 50th International Colloquium on Automata, Languages, and Programming. ICALP: International Colloquium on Automata, Languages, and Programming, LIPIcs, vol. 261, 72.
Harris, David G., and Vladimir Kolmogorov. “Parameter Estimation for Gibbs Distributions.” 50th International Colloquium on Automata, Languages, and Programming, vol. 261, 72, Schloss Dagstuhl - Leibniz-Zentrum für Informatik, 2023, doi:10.4230/LIPIcs.ICALP.2023.72.
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arXiv 2007.10824