Vigoda, Eric
Complexity of High-Dimensional Identity Testing with Coordinate Conditional Sampling
Blanca, Antonio, Chen, Zongchen, Štefankovič, Daniel, Vigoda, Eric
We study the identity testing problem for high-dimensional distributions. Given as input an explicit distribution $\mu$, an $\varepsilon>0$, and access to sampling oracle(s) for a hidden distribution $\pi$, the goal in identity testing is to distinguish whether the two distributions $\mu$ and $\pi$ are identical or are at least $\varepsilon$-far apart. When there is only access to full samples from the hidden distribution $\pi$, it is known that exponentially many samples (in the dimension) may be needed for identity testing, and hence previous works have studied identity testing with additional access to various "conditional" sampling oracles. We consider a significantly weaker conditional sampling oracle, which we call the $\mathsf{Coordinate\ Oracle}$, and provide a computational and statistical characterization of the identity testing problem in this new model. We prove that if an analytic property known as approximate tensorization of entropy holds for an $n$-dimensional visible distribution $\mu$, then there is an efficient identity testing algorithm for any hidden distribution $\pi$ using $\tilde{O}(n/\varepsilon)$ queries to the $\mathsf{Coordinate\ Oracle}$. Approximate tensorization of entropy is a pertinent condition as recent works have established it for a large class of high-dimensional distributions. We also prove a computational phase transition: for a well-studied class of $n$-dimensional distributions, specifically sparse antiferromagnetic Ising models over $\{+1,-1\}^n$, we show that in the regime where approximate tensorization of entropy fails, there is no efficient identity testing algorithm unless $\mathsf{RP}=\mathsf{NP}$. We complement our results with a matching $\Omega(n/\varepsilon)$ statistical lower bound for the sample complexity of identity testing in the $\mathsf{Coordinate\ Oracle}$ model.
Rapid Mixing Swendsen-Wang Sampler for Stochastic Partitioned Attractive Models
Park, Sejun, Jang, Yunhun, Galanis, Andreas, Shin, Jinwoo, Stefankovic, Daniel, Vigoda, Eric
The Gibbs sampler is a particularly popular Markov chain used for learning and inference problems in Graphical Models (GMs). These tasks are computationally intractable in general, and the Gibbs sampler often suffers from slow mixing. In this paper, we study the Swendsen-Wang dynamics which is a more sophisticated Markov chain designed to overcome bottlenecks that impede the Gibbs sampler. We prove O(\log n) mixing time for attractive binary pairwise GMs (i.e., ferromagnetic Ising models) on stochastic partitioned graphs having n vertices, under some mild conditions, including low temperature regions where the Gibbs sampler provably mixes exponentially slow. Our experiments also confirm that the Swendsen-Wang sampler significantly outperforms the Gibbs sampler when they are used for learning parameters of attractive GMs.