Abstract

The paper is concerned with tools for the quantitative analysis of finite Markov chains whose states are combinatorial structures. Chains of this kind have algorithmic applications in many areas, including random sampling, approximate counting, statistical physics and combinatorial optimisation. The efficiency of the resulting algorithms depends crucially on the mixing rate of the chain, i.e., the time taken for it to reach its stationary or equilibrium distribution. The paper presents a new upper bound on the mixing rate, based on the solution to a multicommodity flow problem in the Markov chain viewed as a graph. The bound gives sharper estimates for the mixing rate of several important complex Markov chains. As a result, improved bounds are obtained for the runtimes of randomised approximation algorithms for various problems, including computing the permanent of a 0-1 matrix, counting matchings in graphs, and computing the partition function of a ferromagnetic Ising system. Moreove...

Citations

289	Eigenvalues and expanders - Alon - 1986
246	Group representations in Probability and Statistics - Diaconis - 1988
71	On the Markov chain simulation method for uniform combinatorial distributions and simulated annealing - Aldous - 1987
66	1, isoperimetric inequalities for graphs, and superconcentrators - Alon, Milman - 1985
62	How hard is to marry at random? (On the approximation of the permanent - Broder - 1986
50	Some inequalities for reversible Markov chains - Aldous - 1982
21	Approximating the permanent of graphs with large factors - Dagum, Luby - 1992