Probabilistic divide-and-conquer: deterministic second half

preprint2016arXivOpen access

Abstract

We present a probabilistic divide-and-conquer (PDC) method for \emph{exact} sampling of conditional distributions of the form L(X ∣ X∈E)\mathcal{L}( {\bf X}\, |\, {\bf X} \in E), where X{\bf X} is a random variable on X\mathcal{X}, a complete, separable metric space, and event EE with P(E)≥0\mathbb{P}(E) \geq 0 is assumed to have sufficient regularity such that the conditional distribution exists and is unique up to almost sure equivalence. The PDC approach is to define a decomposition of X\mathcal{X} via sets A\mathcal{A} and B\mathcal{B} such that X=A×B\mathcal{X} = \mathcal{A} \times \mathcal{B}, and sample from each separately. The deterministic second half approach is to select the sets A\mathcal{A} and B\mathcal{B} such that for each element a∈Aa\in \mathcal{A}, there is only one element ba∈Bb_a \in \mathcal{B} for which (a,ba)∈E(a,b_a)\in E. We show how this simple approach provides non-trivial improvements to several conventional random sampling algorithms in combinatorics, and we demonstrate its versatility with applications to sampling from sufficiently regular conditional distributions.

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