Abstract
Sequential importance sampling offers an alternative way to approximately evaluate the permanent. It is a stochastic algorithm which seems to work in practice but has eluded analysis. This paper offers examples where the analysis can be carried out and the first general bounds for the sample size required. This uses a novel importance sampling proof of Brégman’s inequality due to Lovász.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Blitzstein J, Diaconis P (2010) A sequential importance sampling algorithm for generating random graphs with prescribed degrees. Internet Math 6(4):489–522, https://doi.org/10.1080/15427951.2010.557277
Chatterjee S, Diaconis P (2018) The sample size required in importance sampling. Ann Appl Probab 28(2):1099–1135, https://doi.org/10.1214/17-AAP1326
Chen Y, Diaconis P, Holmes SP, Liu JS (2005) Sequential Monte Carlo methods for statistical analysis of tables. J Amer Statist Assoc 100(469):109–120
Chung F, Diaconis P, Graham R (2018) Permanental generating functions and sequential importance sampling, Adv. Applied Mathematics to appear
Diaconis P, Kolesnik B (2018) Randomized sequential importance sampling for estimating the number of perfect matchings in bipartite graphs, arxiv:1907.02333
Diaconis P, Graham R, Holmes SP (2001) Statistical problems involving permutations with restricted positions. In: State of the art in probability and statistics (Leiden, 1999), IMS Lecture Notes Monogr. Ser., vol 36, Inst. Math. Statist., Beachwood, OH, pp 195–222
Dyer M, Jerrum M, Müller H (2017) On the switch Markov chain for perfect matchings. J ACM 64(2):Art. 12, 33, https://doi.org/10.1145/2822322
Fox J, He X, Manners F (2017) A proof of Tomescu’s graph coloring conjecture. ArXiv e-prints arxiv:1712.06067
Jerrum M, Sinclair A, Vigoda E (2004) A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries. J ACM 51(4):671–697 (electronic)
Knuth DE (1976) Mathematics and computer science: Coping with finiteness. Science 194(4271):1235–1242, https://doi.org/10.1126/science.194.4271.1235
Knuth DE (2018) The Art of Computer Programming, Volume 4B, 1st edn. Addison-Wesley Professional, Fascicle 5: Mathematical Preliminaries Redux; Backtracking; Dancing Links
Levin DA, Peres Y (2017) Counting walks and graph homomorphisms via Markov chains and importance sampling. Amer Math Mon 124(7):637–641, https://doi.org/10.4169/amer.math.monthly.124.7.637
Liu JS (2001) Monte Carlo Strategies in Scientific Computing. Springer Series in Statistics, Springer-Verlag, New York
Lovász L, Plummer MD (2009) Matching Theory. AMS Chelsea Publishing, Providence, RI, https://doi.org/10.1090/chel/367
Spencer J (1990) The probabilistic lens: Sperner, Turán and Brégman revisited. In: A Tribute to Paul Erdős, Cambridge Univ. Press, Cambridge, pp 391–396
Acknowledgements
Support is acknowledged by National Science Foundation award DMS 1608182. My thanks to Paulo Ornstein for trying these estimators out; to Sourav Chatterjee for help with importance sampling; and to Joe Blitzstein whose thesis work suggested using sequential importance sampling for bipartite matchings, Leo Nagami and Don Knuth who gave detailed corrections added in proof. Thanks as well to Fan Chung, Ron Graham, and Brett Kolesnik, and to Laci Lovász for starting the conversation.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 János Bolyai Mathematical Society and Springer-Verlag GmbH Germany, part of Springer Nature
About this chapter
Cite this chapter
Diaconis, P. (2019). Sequential Importance Sampling for Estimating the Number of Perfect Matchings in Bipartite Graphs: An Ongoing Conversation with Laci. In: Bárány, I., Katona, G., Sali, A. (eds) Building Bridges II. Bolyai Society Mathematical Studies, vol 28. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-59204-5_6
Download citation
DOI: https://doi.org/10.1007/978-3-662-59204-5_6
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-59203-8
Online ISBN: 978-3-662-59204-5
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)