Approximation algorithms for the normalizing constant of Gibbs distributions

preprint2015arXivOpen access

Abstract

Consider a family of distributions {πβ}\{π_β\} where X∼πβX\simπ_β means that P(X=x)=exp⁡(−βH(x))/Z(β)\mathbb{P}(X=x)=\exp(-βH(x))/Z(β). Here Z(β)Z(β) is the proper normalizing constant, equal to ∑xexp⁡(−βH(x))\sum_x\exp(-βH(x)). Then {πβ}\{π_β\} is known as a Gibbs distribution, and Z(β)Z(β) is the partition function. This work presents a new method for approximating the partition function to a specified level of relative accuracy using only a number of samples, that is, O(ln⁡(Z(β))ln⁡(ln⁡(Z(β))))O(\ln(Z(β))\ln(\ln(Z(β)))) when Z(0)≥1Z(0)\geq1. This is a sharp improvement over previous, similar approaches that used a much more complicated algorithm, requiring O(ln⁡(Z(β))ln⁡(ln⁡(Z(β)))5)O(\ln(Z(β))\ln(\ln(Z(β)))^5) samples.

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