Metropolized Forest Recombination for Monte Carlo Sampling of Graph Partitions

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Publication:58516

DOI10.48550/ARXIV.1911.01503zbMATH Open1522.65008arXiv1911.01503OpenAlexW3162705107WikidataQ122909260 ScholiaQ122909260MaRDI QIDQ58516FDOQ58516


Authors: Eric Autrey, Daniel Carter, Gregory Herschlag, Zach Hunter, Jonathan C. Mattingly, Eric A. Autry, Daniel Carter, Gregory Herschlag, Zach Hunter, Jonathan C. Mattingly Edit this on Wikidata


Publication date: 28 October 2019

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Abstract: We develop a new Markov chain on graph partitions that makes relatively global moves yet is computationally feasible to be used as the proposal in the Metropolis-Hastings method. Our resulting algorithm can be made reversible and able to sample from a specified measure on partitions. Both of these properties are critical to some important applications and computational Bayesian statistics in general. Our proposal chain modifies the recently developed method called Recombination (ReCom), which draws spanning trees on joined partitions and then randomly cuts them to repartition. We improve the computational efficiency by augmenting the state space from partitions to spanning forests. The extra information accelerates the computation of the forward and backward proposal probabilities. We demonstrate this method by sampling redistricting plans and find promising convergence results on several key observables of interest.


Full work available at URL: https://arxiv.org/abs/1911.01503




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