Optimal Sublinear Sampling of Spanning Trees and Determinantal Point Processes via Average-Case Entropic Independence
Nima Anari, Yang P. Liu, Thuy-Duong Vuong

TL;DR
This paper introduces fast algorithms for sampling from strongly Rayleigh distributions, including spanning trees and determinantal point processes, achieving near-optimal domain sparsification and improved runtime for single samples.
Contribution
The paper develops the first near-linear time algorithms for approximate sampling from strongly Rayleigh distributions, with optimal domain sparsification bounds and improved runtimes for determinantal point processes.
Findings
Achieves $ ilde{O}(|V|)$ time for uniform spanning tree sampling after preprocessing.
Reduces determinantal point process sampling time to $ ilde{O}(nk^{ ext{w}-1})$ from previous $ ilde{O}( ext{min} obreak ext{ extasciitilde} obreak ext{O}(nk^2), n^ ext{w})$.
Establishes optimal domain sparsification limit $t= ilde{O}(k)$ for strongly Rayleigh distributions.
Abstract
We design fast algorithms for repeatedly sampling from strongly Rayleigh distributions, which include random spanning tree distributions and determinantal point processes. For a graph , we show how to approximately sample uniformly random spanning trees from in time per sample after an initial time preprocessing. For a determinantal point process on subsets of size of a ground set of elements, we show how to approximately sample in time after an initial time preprocessing, where is the matrix multiplication exponent. We even improve the state of the art for obtaining a single sample from determinantal point processes, from the prior runtime of to . In our…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Point processes and geometric inequalities · Statistical Methods and Inference
