Intracluster Moves for Constrained Discrete-Space MCMC

Details Intracluster Moves for Constrained Discrete-Space MCMC Intracluster Moves for Constrained Discrete-Space MCMC

2012-03-15

arxiv.org/abs/1203.3484v1

Statistics

Computation

Appears in Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial Intelligence (UAI2010)

Scientific paper

This paper addresses the problem of sampling from binary distributions with constraints. In particular, it proposes an MCMC method to draw samples from a distribution of the set of all states at a specified distance from some reference state. For example, when the reference state is the vector of zeros, the algorithm can draw samples from a binary distribution with a constraint on the number of active variables, say the number of 1's. We motivate the need for this algorithm with examples from statistical physics and probabilistic inference. Unlike previous algorithms proposed to sample from binary distributions with these constraints, the new algorithm allows for large moves in state space and tends to propose them such that they are energetically favourable. The algorithm is demonstrated on three Boltzmann machines of varying difficulty: A ferromagnetic Ising model (with positive potentials), a restricted Boltzmann machine with learned Gabor-like filters as potentials, and a challenging three-dimensional spin-glass (with positive and negative potentials).

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