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Article . 2025
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https://dx.doi.org/10.48550/ar...
Article . 2020
License: arXiv Non-Exclusive Distribution
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Article . 2025
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Article . 2020
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Parameter Estimation for Gibbs Distributions

Parameter estimation for Gibbs distributions
Authors: David G. Harris 0001; Vladimir Kolmogorov;

Parameter Estimation for Gibbs Distributions

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 consider sampling problems coming from Gibbs distributions , which are families of probability distributions over a discrete space \(\Omega\) with probability mass function of the form \(\mu^{\Omega}_{\beta}(\omega)\propto e^{\beta H(\omega)}\) for \(\beta\) in an interval \([\beta_{\min},\beta_{\max}]\) and \(H(\omega)\in\{0\}\cup[1,n]\) . Two important parameters are the partition function , which is the normalization factor \(Z(\beta)=\sum_{\omega\in\Omega}e^{\beta H(\omega)}\) and the vector of pre-image counts \(c_{x}=|H^{-1}(x)|\) . We develop black-box sampling algorithms to estimate the counts using roughly \(\tilde{O}(\frac{n^{2}}{\varepsilon^{2}})\) samples for integer-valued distributions and \(\tilde{O}(\frac{q}{\varepsilon^{2}})\) samples for general distributions, where \(q=\log\frac{Z(\beta_{\max})}{Z(\beta_{\min})}\) (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, independent sets, and perfect matchings. As a key subroutine, we estimate all values of the partition function using \(\tilde{O}(\frac{n^{2}}{\varepsilon^{2}})\) samples for integer-valued distributions and \(\tilde{O}(\frac{q}{\varepsilon^{2}})\) samples for general distributions. This improves over a prior algorithm of Huber (2015) which computes a single point estimate \(Z(\beta_{\max})\) and which uses a slightly larger amount of samples. We show matching lower bounds, demonstrating this complexity is optimal as a function of \(n\) and \(q\) up to logarithmic terms.

Country
Germany
Keywords

Gibbs distribution, FOS: Computer and information sciences, sampling, Discrete Mathematics (cs.DM), Probability (math.PR), Computational Complexity (cs.CC), 510, 004, Computer Science - Computational Complexity, Computer Science - Data Structures and Algorithms, FOS: Mathematics, partition ratio, Data Structures and Algorithms (cs.DS), Computational methods for problems pertaining to statistics, parameter estimation, Mathematics - Probability, Computer Science - Discrete Mathematics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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