Monte Carlo Methods for the Ferromagnetic Potts Model Using Factor Graph Duality

Normal factor graph duality offers new possibilities for Monte Carlo algorithms in graphical models. Specifically, we consider the problem of estimating the partition function of the ferromagnetic Ising and Potts models by Monte Carlo methods, which are known to work well at high temperatures but to...

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Bibliographic Details
Published in:IEEE transactions on information theory 2018-12, Vol.64 (12), p.7449-7464
Main Authors: Molkaraie, Mehdi, Gomez, Vicenc
Format: Article
Language:English
Subjects:
Algorithms
Computational modeling
Computer simulation
Dual normal factor graph
Estimation
Ferromagnetism
Graph theory
High temperature
High-temperature series expansion
Importance sampling
Ising model
Low-temperature regime
Markov analysis
Monte Carlo methods
Monte Carlo simulation
Normal factor graph
Numerical models
Partition function
Partitioning algorithms
Partitions
Partitions (mathematics)
Polynomials
Potts model
Sampling techniques
Series expansion
State of the art
Subgraphs-world process
Temperature
Two dimensional displays
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Summary:Normal factor graph duality offers new possibilities for Monte Carlo algorithms in graphical models. Specifically, we consider the problem of estimating the partition function of the ferromagnetic Ising and Potts models by Monte Carlo methods, which are known to work well at high temperatures but to fail at low temperatures. We propose Monte Carlo methods (uniform sampling and importance sampling) in the dual normal factor graph and demonstrate that they behave differently: they work particularly well at low temperatures. By comparing the relative error in estimating the partition function, we show that the proposed importance sampling algorithm significantly outperforms the state-of-the-art deterministic and Monte Carlo methods. For the ferromagnetic Ising model in an external field, we show the equivalence between the valid configurations in the dual normal factor graph and the terms that appear in the high-temperature series expansion of the partition function. Following this result, we discuss connections with Jerrum-Sinclair's polynomial randomized approximation scheme (the subgraphs-world process) for evaluating the partition function of ferromagnetic Ising models.
ISSN:0018-9448
1557-9654
DOI:10.1109/TIT.2018.2857565