Dynamic Sampling from Graphical Models

Dynamic Sampling from Graphical Models

Weiming Feng, Nisheeth K. Vishnoi, Yitong Yin

Abstract

In this paper, we study the problem of sampling from a graphical model when the model itself is changing dynamically with time.

This problem derives its interest from a variety of inference, learning, and sampling settings in machine learning, computer vision, statistical physics, and theoretical computer science.

While the problem of sampling from a static graphical model has received considerable attention, theoretical works for its dynamic variants have been largely lacking.

The main contribution of this paper is an algorithm that can sample dynamically from a broad class of graphical models over discrete random variables.

Our algorithm is parallel and Las Vegas: it knows when to stop and it outputs samples from the exact distribution.

We also provide sufficient conditions under which this algorithm runs in time proportional to the size of the update, on general graphical models as well as well-studied specific spin systems.

In particular we obtain, for the Ising model (ferromagnetic or anti-ferromagnetic) and for the hardcore model the first dynamic sampling algorithms that can handle both edge and vertex updates (addition, deletion, change of functions), both efficient within regimes that are close to the respective uniqueness regimes, beyond which, even for the static and approximate sampling, no local algorithms were known or the problem itself is intractable.

Our dynamic sampling algorithm relies on a local resampling algorithm and a new “equilibrium” property that is shown to be satisfied by our algorithm at each step, and enables us to prove its correctness.

This equilibrium property is robust enough to guarantee the correctness of our algorithm, helps us improve bounds on fast convergence on specific models, and should be of independent interest.