Rapidly Mixing Gibbs Sampling for a Class of Factor Graphs Using Hierarchy Width.

Annual Conference on Neural Information Processing Systems(2015)

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摘要
Gibbs sampling on factor graphs is a widely used inference technique, which often produces good empirical results. Theoretical guarantees for its performance are weak: even for tree structured graphs, the mixing time of Gibbs may be exponential in the number of variables. To help understand the behavior of Gibbs sampling, we introduce a new (hyper)graph property, called hierarchy width. We show that under suitable conditions on the weights, bounded hierarchy width ensures polynomial mixing time. Our study of hierarchy width is in part motivated by a class of factor graph templates, hierarchical templates, which have bounded hierarchy width-regardless of the data used to instantiate them. We demonstrate a rich application from natural language processing in which Gibbs sampling provably mixes rapidly and achieves accuracy that exceeds human volunteers.
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