Comparison theorems for Gibbs measures

DOI10.1007/S10955-014-1087-7zbMATH Open1302.82029arXiv1308.4117OpenAlexW3103275234MaRDI QIDQ478436FDOQ478436

Authors: Patrick Rebeschini, Ramon van Handel 

Publication date: 3 December 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: The Dobrushin comparison theorem is a powerful tool to bound the difference between the marginals of high-dimensional probability distributions in terms of their local specifications. Originally introduced to prove uniqueness and decay of correlations of Gibbs measures, it has been widely used in statistical mechanics as well as in the analysis of algorithms on random fields and interacting Markov chains. However, the classical comparison theorem requires validity of the Dobrushin uniqueness criterion, essentially restricting its applicability in most models to a small subset of the natural parameter space. In this paper we develop generalized Dobrushin comparison theorems in terms of influences between blocks of sites, in the spirit of Dobrushin-Shlosman and Weitz, that substantially extend the range of applicability of the classical comparison theorem. Our proofs are based on the analysis of an associated family of Markov chains. We develop in detail an application of our main results to the analysis of sequential Monte Carlo algorithms for filtering in high dimension.

Full work available at URL: https://arxiv.org/abs/1308.4117

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zbMATH Keywords

Gibbs measuresfiltering algorithmsDobrushin comparison theorem

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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Cited In (3)

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• Can local particle filters beat the curse of dimensionality?
• Isoperimetry for Gibbs measures

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