SearcharxivSearch

arXiv · 2107.00850

Sequential importance sampling for estimating expectations over the space of perfect matchings

Abstract

This paper makes three contributions to estimating the number of perfect matching in bipartite graphs. First, we prove that the popular sequential importance sampling algorithm works in polynomial time for dense bipartite graphs. More carefully, our algorithm gives a $(1\pm\epsilon)$-approximation for the number of perfect matchings of a $\lambda$-dense bipartite graph, using $O(n^{\frac{1-2\lambda}{\lambda}\epsilon^{-2}})$ samples. With size $n$ on each side and for $\frac{1}{2}>\lambda>0$, a $\lambda$-dense bipartite graph has all degrees greater than $(\lambda+\frac{1}{2})n$. Second, practical applications of the algorithm require many calls to matching algorithms. A novel preprocessing step is provided which makes significant improvements. Third, three applications are provided. The first is for counting Latin squares, the second is a practical way of computing the greedy algorithm for a card-guessing game with feedback, and the third is for stochastic block models. In all three examples, sequential importance sampling allows treating practical problems of reasonably large sizes.

Explore related subjects

Keep this discovery

BibTeXRIS

Yeganeh Alimohammadi, Persi Diaconis, Mohammad Roghani, Amin Saberi. 2021-07-02. Sequential importance sampling for estimating expectations over the space of perfect matchings. https://arxiv.org/abs/2107.00850

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR