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Thuy-Duong Vuong

Publications and source records attributed to Thuy-Duong Vuong.

At least 19 recordsLinked to original sources

A computational phase diagram for the transverse field Ising model

We study the transverse field Ising model, defined by the Hamiltonian $H =\frac{1}{2}\sum_{i, j\in [n]} J_{ij} Z_i Z_j +\sum_{i=1}^n h_i^z Z_i + η\sum_{i} X_i$ where $J $ is the symmetric interaction matrix, and $η$ is the transverse field strength. Let $Δ(J)=λ_{\max}(J)-λ_{\min}(J)$ be the spectral width of $J.$ When the inverse temperature $β\geq0$ satisfies $Δ(J)\cdot\frac{\tanh(βη)}η\leq1$, we give a randomized classical algorithm that approximates the partition function $Z(β)=\operatorname{Tr}(e^{-βH})$ to a given relative error $ε\in(0,1)$ in time polynomial in $n$, $β$, the model parameters, and $ε^{-1}$. When $ Δ(J) \cdot \frac{\tanh(βη)}η > 1 ,$ we show that approximating $ Z(β)$ within an $\exp(o(n))$-multiplicative factor is $\textbf{NP}$-hard, and thus unlikely to admit an efficient classical or quantum algorithms under standard complexity theoretic assumptions. Furthermore, in the regime $Δ(J)\cdot \frac{\tanh(βη)}η\leq 1,$ we provide an efficient randomized classical algorithm that approximates Pauli string observables of the Gibbs state $ ρ_β= \frac{e^{-βH}}{\operatorname{Tr}(e^{-βH})}$ within an arbitrarily small additive error. In the special case when the observable is also diagonal in the $X$-basis, i.e. $P \in \{I, X\}^{\otimes n}$, the algorithm further achieves arbitrarily small relative error.

quant-ph↗

VGB for Masked Diffusion Model: Efficient Test-time Scaling for Reward Satisfaction and Sample Editing

Inference-time scaling is a promising paradigm to improve generative models, especially when outputs must satisfy structural constraints or optimize downstream rewards. We consider Masked Diffusion Model (MDM) and introduce MDM-VGB, a discrete diffusion sampler that augments unmasking generation with theoretically principled reward-guided remasking. Inspired by the recent success of the classical Jerrum-Sinclair backtracking Markov chain in reward-tilted generation, MDM-VGB extends the backtracking random walk from a fixed prefix tree to a masked-state graph, allowing tokens to be unmasked and remasked at arbitrary positions. The resulting sampler favors unmasking and remasking moves that lead to higher-value partial configurations, enabling both effective high-reward generation and efficient repair of low-reward samples. We prove that MDM-VGB is robust to process-verifier noise and achieves quadratic complexity, while popular test-time heuristics such as best-of-$N$ can incur exponential complexity due to error accumulation. Our theoretical findings are corroborated by strong empirical performance, particularly on popular constraint-satisfaction and scientific benchmarks such as Sudoku and QM9.

cs.LG↗

A computational phase transition for learning-to-sample from Ising models

We study \emph{learning-to-sample} -- a basic algorithmic task underlying generative modeling -- for Ising models, a standard testbed for algorithmic ideas in both theoretical computer science and machine learning. Given i.i.d. samples of an unknown target distribution, the goal of learning-to-sample is to learn a computationally efficient generation procedure that produces new samples following approximately the same distribution. We construct a family of Ising models of constantly bounded-width which lie just beyond the spectral threshold $λ_{\max}(J)-λ_{\min}(J)=1$, and show that learning-to-sample for this family is computationally hard under standard cryptographic assumptions, even when the learner is given both polynomially many i.i.d. samples from the model and explicit access to its parameters. Combined with results of [AJKPV24,KLV25] showing tractability of learning-to-sample below the spectral threshold, this establishes a sharp computational phase transition at the spectral threshold. Moreover, combined with prior results on parameter learning for bounded-width Ising models [KM17,WSD19,VML20], this shows that learning-to-sample can be more difficult than parameter learning. Finally, we show that any efficient learner for these hard instances exhibits a natural memorization-hallucination dichotomy: the learner must either output configurations that, after a simple transformation, match the (transformed) training data or place substantial mass on configurations of negligible probability under the target distribution.

cs.LG↗

Entropic independence via sparse localization

Entropic independence is a structural property of measures that underlies modern proofs of functional inequalities, notably (modified) log-Sobolev inequalities, via ``annealing'' or local-to-global schemes. Existing sufficient criteria for entropic independence typically require spectral independence and/or uniform bounds on marginals under \emph{all} pinnings, which can fail in natural canonical-ensemble models even when strong mixing properties are expected. We introduce \emph{sparse localization}: a restricted localization framework, in the spirit of Chen--Eldan, in which one assumes $\ell_2$-independence only for a sparse family of pinnings (those fixing at most $cn$ coordinates for any $c > 0$), yet still deduces quadratic entropic stability and entropic independence with an explicit multiplicative loss of order $c^{-1}$. As an application, we give a rigorous proof of approximate conservation of entropy for the uniform distribution on independent sets of a given size in bounded degree graphs.

cs.IT↗

Parallel Sampling via Autospeculation

We present parallel algorithms to accelerate sampling via counting in two settings: any-order autoregressive models and denoising diffusion models. An any-order autoregressive model accesses a target distribution $μ$ on $[q]^n$ through an oracle that provides conditional marginals, while a denoising diffusion model accesses a target distribution $μ$ on $\mathbb{R}^n$ through an oracle that provides conditional means under Gaussian noise. Standard sequential sampling algorithms require $\widetilde{O}(n)$ time to produce a sample from $μ$ in either setting. We show that, by issuing oracle calls in parallel, the expected sampling time can be reduced to $\widetilde{O}(n^{1/2})$. This improves the previous $\widetilde{O}(n^{2/3})$ bound for any-order autoregressive models and yields the first parallel speedup for diffusion models in the high-accuracy regime, under the relatively mild assumption that the support of $μ$ is bounded. We introduce a novel technique to obtain our results: speculative rejection sampling. This technique leverages an auxiliary ``speculative'' distribution~$ν$ that approximates~$μ$ to accelerate sampling. Our technique is inspired by the well-studied ``speculative decoding'' techniques popular in large language models, but differs in key ways. Firstly, we use ``autospeculation,'' namely we build the speculation $ν$ out of the same oracle that defines~$μ$. In contrast, speculative decoding typically requires a separate, faster, but potentially less accurate ``draft'' model $ν$. Secondly, the key differentiating factor in our technique is that we make and accept speculations at a ``sequence'' level rather than at the level of single (or a few) steps. This last fact is key to unlocking our parallel runtime of $\widetilde{O}(n^{1/2})$.

cs.DS↗

On quantum to classical comparison for Davies generators

Despite extensive study, our understanding of quantum Markov chains remains far less complete than that of their classical counterparts. [Temme'13] observed that the Davies Lindbladian, a well-studied model of quantum Markov dynamics, contains an embedded classical Markov generator, raising the natural question of how the convergence properties of the quantum and classical dynamics are related. While [Temme'13] showed that the spectral gap of the Davies Lindbladian can be much smaller than that of the embedded classical generator for certain highly structured Hamiltonians, we show that if the spectrum of the Hamiltonian does not contain long arithmetic progressions, then the two spectral gaps must be comparable. As a consequence, we prove that for a large class of Hamiltonians, including those obtained by perturbing a fixed Hamiltonian with a generic external field, the quantum spectral gap remains within a constant factor of the classical spectral gap. Our result aligns with physical intuition and enables the application of classical Markov chain techniques to the quantum setting. The proof is based on showing that any ``off-diagonal'' eigenvector of the Davies generator can be used to construct an observable which commutes with the Hamiltonian and has a Lindbladian Rayleigh quotient which can be upper bounded in terms of that of the original eigenvector's Lindbladian Rayleigh quotient. Thus, a spectral gap for such observables implies a spectral gap for the full Davies generator.

quant-ph↗

Composable Coresets for Constrained Determinant Maximization and Beyond

We study algorithms for construction of composable coresets for the task of Determinant Maximization under partition constraint. Given a point set $V\subset \mathbb{R}^d$ that is partitioned into $s$ groups $V_1,\cdots, V_s$, and integers $k_1,...,k_s$, where $k=\sum_i k_i$, the goal is to pick $k_i$ points from group $V_i$ such that the overall determinant of the picked $k$ points is maximized. Determinant Maximization and its constrained variants have gained a lot of interest for modeling diversity, and have found applications in the context of data summarization. When the cardinality $k$ of the selected set is greater than the dimension $d$, we show a peeling algorithm that gives us a composable coreset of size $kd$ with a provably optimal approximation factor of $d^{O(d)}.$ When $k\leq d$, we show a simple coreset construction with optimal size and approximation factor. As a further application of our technique, we get a composable coreset for determinant maximization under the more general laminar matroid constraints, and a composable coreset for unconstrained determinant maximization in a previously unresolved regime. Our results generalize to all strongly Rayleigh distributions and to several other experimental design problems. As an application, we improve the runtime of the practical local-search based algorithm of [Anari-Vuong--COLT'22] for determinantal maximization under partition constraint from $O(n^{2^s}k^{2^s})$ to $O(n k^{2^s})$, making it only linear on the number of points $n$.

cs.DS↗

Efficiently learning and sampling multimodal distributions with data-based initialization

We consider the problem of sampling a multimodal distribution with a Markov chain given a small number of samples from the stationary measure. Although mixing can be arbitrarily slow, we show that if the Markov chain has a $k$th order spectral gap, initialization from a set of $\tilde O(k/\varepsilon^2)$ samples from the stationary distribution will, with high probability over the samples, efficiently generate a sample whose conditional law is $\varepsilon$-close in TV distance to the stationary measure. In particular, this applies to mixtures of $k$ distributions satisfying a Poincaré inequality, with faster convergence when they satisfy a log-Sobolev inequality. Our bounds are stable to perturbations to the Markov chain, and in particular work for Langevin diffusion over $\mathbb R^d$ with score estimation error, as well as Glauber dynamics combined with approximation error from pseudolikelihood estimation. This justifies the success of data-based initialization for score matching methods despite slow mixing for the data distribution, and improves and generalizes the results of Koehler and Vuong (2023) to have linear, rather than exponential, dependence on $k$ and apply to arbitrary semigroups. As a consequence of our results, we show for the first time that a natural class of low-complexity Ising measures can be efficiently learned from samples.

cs.LG↗

Trickle-Down in Localization Schemes and Applications

Trickle-down is a phenomenon in high-dimensional expanders with many important applications -- for example, it is a key ingredient in various constructions of high-dimensional expanders or the proof of rapid mixing for the basis exchange walk on matroids and in the analysis of log-concave polynomials. We formulate a generalized trickle-down equation in the abstract context of linear-tilt localization schemes. Building on this generalization, we improve the best-known results for several Markov chain mixing or sampling problems -- for example, we improve the threshold up to which Glauber dynamics is known to mix rapidly in the Sherrington-Kirkpatrick spin glass model. Other applications of our framework include improved mixing results for the Langevin dynamics in the $O(N)$ model, and near-linear time sampling algorithms for the antiferromagnetic and fixed-magnetization Ising models on expanders. For the latter application, we use a new dynamics inspired by polarization, a technique from the theory of stable polynomials.

math.PR↗

Fast parallel sampling under isoperimetry

We show how to sample in parallel from a distribution $π$ over $\mathbb R^d$ that satisfies a log-Sobolev inequality and has a smooth log-density, by parallelizing the Langevin (resp. underdamped Langevin) algorithms. We show that our algorithm outputs samples from a distribution $\hatπ$ that is close to $π$ in Kullback--Leibler (KL) divergence (resp. total variation (TV) distance), while using only $\log(d)^{O(1)}$ parallel rounds and $\widetilde{O}(d)$ (resp. $\widetilde O(\sqrt d)$) gradient evaluations in total. This constitutes the first parallel sampling algorithms with TV distance guarantees. For our main application, we show how to combine the TV distance guarantees of our algorithms with prior works and obtain RNC sampling-to-counting reductions for families of discrete distribution on the hypercube $\{\pm 1\}^n$ that are closed under exponential tilts and have bounded covariance. Consequently, we obtain an RNC sampler for directed Eulerian tours and asymmetric determinantal point processes, resolving open questions raised in prior works.

cs.DS↗

Fairness in Submodular Maximization over a Matroid Constraint

Submodular maximization over a matroid constraint is a fundamental problem with various applications in machine learning. Some of these applications involve decision-making over datapoints with sensitive attributes such as gender or race. In such settings, it is crucial to guarantee that the selected solution is fairly distributed with respect to this attribute. Recently, fairness has been investigated in submodular maximization under a cardinality constraint in both the streaming and offline settings, however the more general problem with matroid constraint has only been considered in the streaming setting and only for monotone objectives. This work fills this gap. We propose various algorithms and impossibility results offering different trade-offs between quality, fairness, and generality.

cs.LG↗

On the Complexity of Sampling Redistricting Plans

A crucial task in the political redistricting problem is to sample redistricting plans i.e. a partitioning of the graph of census blocks into districts. We show that Recombination [DeFord-Duchin-Solomon'21]-a popular Markov chain to sample redistricting plans-is exponentially slow mixing on simple subgraph of $\mathbb{Z}_2.$ We show an alternative way to sample balance, compact and contiguous redistricting plans using a "relaxed" version of ReCom and rejection sampling.

cs.DS↗

Sampling Multimodal Distributions with the Vanilla Score: Benefits of Data-Based Initialization

There is a long history, as well as a recent explosion of interest, in statistical and generative modeling approaches based on score functions -- derivatives of the log-likelihood of a distribution. In seminal works, Hyvärinen proposed vanilla score matching as a way to learn distributions from data by computing an estimate of the score function of the underlying ground truth, and established connections between this method and established techniques like Contrastive Divergence and Pseudolikelihood estimation. It is by now well-known that vanilla score matching has significant difficulties learning multimodal distributions. Although there are various ways to overcome this difficulty, the following question has remained unanswered -- is there a natural way to sample multimodal distributions using just the vanilla score? Inspired by a long line of related experimental works, we prove that the Langevin diffusion with early stopping, initialized at the empirical distribution, and run on a score function estimated from data successfully generates natural multimodal distributions (mixtures of log-concave distributions).

cs.LG↗

Universality of Spectral Independence with Applications to Fast Mixing in Spin Glasses

We study Glauber dynamics for sampling from discrete distributions $μ$ on the hypercube $\{\pm 1\}^n$. Recently, techniques based on spectral independence have successfully yielded optimal $O(n)$ relaxation times for a host of different distributions $μ$. We show that spectral independence is universal: a relaxation time of $O(n)$ implies spectral independence. We then study a notion of tractability for $μ$, defined in terms of smoothness of the multilinear extension of its Hamiltonian -- $\log μ$ -- over $[-1,+1]^n$. We show that Glauber dynamics has relaxation time $O(n)$ for such $μ$, and using the universality of spectral independence, we conclude that these distributions are also fractionally log-concave and consequently satisfy modified log-Sobolev inequalities. We sharpen our estimates and obtain approximate tensorization of entropy and the optimal $\widetilde{O}(n)$ mixing time for random Hamiltonians, i.e. the classically studied mixed $p$-spin model at sufficiently high temperature. These results have significant downstream consequences for concentration of measure, statistical testing, and learning.

math.PR↗

Optimal mixing of the down-up walk on independent sets of a given size

Let $G$ be a graph on $n$ vertices of maximum degree $Δ$. We show that, for any $δ> 0$, the down-up walk on independent sets of size $k \leq (1-δ)α_c(Δ)n$ mixes in time $O_{Δ,δ}(k\log{n})$, thereby resolving a conjecture of Davies and Perkins in an optimal form. Here, $α_{c}(Δ)n$ is the NP-hardness threshold for the problem of counting independent sets of a given size in a graph on $n$ vertices of maximum degree $Δ$. Our mixing time has optimal dependence on $k,n$ for the entire range of $k$; previously, even polynomial mixing was not known. In fact, for $k = Ω_Δ(n)$ in this range, we establish a log-Sobolev inequality with optimal constant $Ω_{Δ,δ}(1/n)$. At the heart of our proof are three new ingredients, which may be of independent interest. The first is a method for lifting $\ell_\infty$-independence from a suitable distribution on the discrete cube -- in this case, the hard-core model -- to the slice by proving stability of an Edgeworth expansion using a multivariate zero-free region for the base distribution. The second is a generalization of the Lee-Yau induction to prove log-Sobolev inequalities for distributions on the slice with considerably less symmetry than the uniform distribution. The third is a sharp decomposition-type result which provides a lossless comparison between the Dirichlet form of the original Markov chain and that of the so-called projected chain in the presence of a contractive coupling.

cs.DS↗

Quadratic Speedups in Parallel Sampling from Determinantal Distributions

We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the partition function, a.k.a. the count, can be obtained via matrix determinants, a highly parallelizable computation; Csanky proved it is in NC. However, parallel counting does not automatically translate to parallel sampling, as classic reductions between the two are inherently sequential. We show that a nearly quadratic parallel speedup over sequential sampling can be achieved for all the aforementioned distributions. If the distribution is supported on subsets of size $k$ of a ground set, we show how to approximately produce a sample in $\widetilde{O}(k^{\frac{1}{2} + c})$ time with polynomially many processors for any constant $c>0$. In the two special cases of symmetric determinantal point processes and planar perfect matchings, our bound improves to $\widetilde{O}(\sqrt k)$ and we show how to sample exactly in these cases. As our main technical contribution, we fully characterize the limits of batching for the steps of sampling-to-counting reductions. We observe that only $O(1)$ steps can be batched together if we strive for exact sampling, even in the case of nonsymmetric determinantal point processes. However, we show that for approximate sampling, $\widetildeΩ(k^{\frac{1}{2}-c})$ steps can be batched together, for any entropically independent distribution, which includes all mentioned classes of determinantal point processes. Entropic independence and related notions have been the source of breakthroughs in Markov chain analysis in recent years, so we expect our framework to prove useful for distributions beyond those studied in this work.

cs.DS↗

Fractionally Log-Concave and Sector-Stable Polynomials: Counting Planar Matchings and More

We show fully polynomial time randomized approximation schemes (FPRAS) for counting matchings of a given size, or more generally sampling/counting monomer-dimer systems in planar, not-necessarily-bipartite, graphs. While perfect matchings on planar graphs can be counted exactly in polynomial time, counting non-perfect matchings was shown by [Jer87] to be #P-hard, who also raised the question of whether efficient approximate counting is possible. We answer this affirmatively by showing that the multi-site Glauber dynamics on the set of monomers in a monomer-dimer system always mixes rapidly, and that this dynamics can be implemented efficiently on downward-closed families of graphs where counting perfect matchings is tractable. As further applications of our results, we show how to sample efficiently using multi-site Glauber dynamics from partition-constrained strongly Rayleigh distributions, and nonsymmetric determinantal point processes. In order to analyze mixing properties of the multi-site Glauber dynamics, we establish two notions for generating polynomials of discrete set-valued distributions: sector-stability and fractional log-concavity. These notions generalize well-studied properties like real-stability and log-concavity, but unlike them robustly degrade under useful transformations applied to the distribution. We relate these notions to pairwise correlations in the underlying distribution and the notion of spectral independence introduced by [ALO20], providing a new tool for establishing spectral independence based on geometry of polynomials. As a byproduct of our techniques, we show that polynomials avoiding roots in a sector of the complex plane must satisfy what we call fractional log-concavity; this extends a classic result established by [Gar59] who showed homogeneous polynomials that have no roots in a half-plane must be log-concave over the positive orthant.

cs.DS↗

Optimal Sublinear Sampling of Spanning Trees and Determinantal Point Processes via Average-Case Entropic Independence

We design fast algorithms for repeatedly sampling from strongly Rayleigh distributions, which include random spanning tree distributions and determinantal point processes. For a graph $G=(V, E)$, we show how to approximately sample uniformly random spanning trees from $G$ in $\widetilde{O}(\lvert V\rvert)$ time per sample after an initial $\widetilde{O}(\lvert E\rvert)$ time preprocessing. For a determinantal point process on subsets of size $k$ of a ground set of $n$ elements, we show how to approximately sample in $\widetilde{O}(k^ω)$ time after an initial $\widetilde{O}(nk^{ω-1})$ time preprocessing, where $ω<2.372864$ is the matrix multiplication exponent. We even improve the state of the art for obtaining a single sample from determinantal point processes, from the prior runtime of $\widetilde{O}(\min\{nk^2, n^ω\})$ to $\widetilde{O}(nk^{ω-1})$. In our main technical result, we achieve the optimal limit on domain sparsification for strongly Rayleigh distributions. In domain sparsification, sampling from a distribution $μ$ on $\binom{[n]}{k}$ is reduced to sampling from related distributions on $\binom{[t]}{k}$ for $t\ll n$. We show that for strongly Rayleigh distributions, we can can achieve the optimal $t=\widetilde{O}(k)$. Our reduction involves sampling from $\widetilde{O}(1)$ domain-sparsified distributions, all of which can be produced efficiently assuming convenient access to approximate overestimates for marginals of $μ$. Having access to marginals is analogous to having access to the mean and covariance of a continuous distribution, or knowing "isotropy" for the distribution, the key assumption behind the Kannan-Lovász-Simonovits (KLS) conjecture and optimal samplers based on it. We view our result as a moral analog of the KLS conjecture and its consequences for sampling, for discrete strongly Rayleigh measures.

cs.DS↗