Efficient Sampling from Combinatorial Space via Bridging

Dahua Lin, John Fisher ; JMLR W&CP 22: 694-702, 2012.

Abstract

MCMC sampling has been extensively studied and used in probabilistic inference. Many algorithms rely on local updates to explore the space, often resulting in slow convergence or failure to mix when there is no path from one set of states to another via local changes. We propose an efficient method for sampling from combinatorial spaces that addresses these issues via ``bridging states'' that facilitate the communication between different parts of the space. Such states can be created dynamically, providing more flexibility than methods relying on specific space structures to design jump proposals. Theoretical analysis of the approach yields bounds on mixing times. Empirical analysis demonstrates the practical utility on two problems: constrained map labeling and inferring partial order of object layers in a video.