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Projecting Ising Model Parameters for Fast Mixing

2020-01-16 | |  82 |   44 |   0

Abstract

Inference in general Ising models is difficult, due to high treewidth making treebased algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We present an algorithm to project Ising model parameters onto a parameter set that is guaranteed to be fast mixing, under several divergences. We find that Gibbs sampling using the projected parameters is more accurate than with the original parameters when interaction strengths are strong and when limited time is available for sampling.

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