TL;DR
This paper introduces a domain sparsification framework that reduces the complexity of sampling from discrete distributions by leveraging entropic independence, enabling faster sampling with minimal marginal estimation costs.
Contribution
It extends prior domain sparsification methods to a broader class of distributions using entropic independence, improving efficiency and relaxing accuracy requirements for marginal estimates.
Findings
Reduces domain size and sampling cost by a polynomial factor for many distributions.
Applies to monomers, determinantal point processes, and Strongly Rayleigh measures.
Achieves constant-factor approximation for marginal estimates, improving previous error bounds.
Abstract
We present a framework for speeding up the time it takes to sample from discrete distributions defined over subsets of size of a ground set of elements, in the regime . We show that having estimates of marginals , the task of sampling from can be reduced to sampling from distributions supported on size subsets of a ground set of only elements. Here, is the parameter of entropic independence for . Further, the sparsified distributions are obtained by applying a sparse (mostly ) external field to , an operation that often retains algorithmic tractability of sampling from . This phenomenon, which we dub domain sparsification, allows us to pay a one-time cost of estimating the marginals of , and in return reduce the amortized cost…
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Videos
Domain Sparsification of Discrete Distributions using Entropic Independence· youtube
