论文标题
组合Bernoulli工厂
Combinatorial Bernoulli Factories
论文作者
论文摘要
Bernoulli Factory是一种算法过程,用于精确采样某些只有Bernoulli访问其参数的随机变量。 Bernoulli访问[0,1] $中的参数$ p \表示该算法不知道$ p $,但具有平均值等于$ p $的bernoulli随机变量的独立绘制示例访问。在本文中,我们研究了bernoulli工厂的多层问题:给定的bernoulli访问vector $ x \ in P $的p $ in P $,对于给定的polytope $ p \ subset [0,1]^n $,输出一个随机的顶点,以至于$ i $ $ $ - the corecorcation的预期价值是\ emph \ emph {emph {Qucke} corease x__i $ x__i $。例如,对于完美匹配的polytope的特殊情况,可以为Bernoulli访问双随机矩阵$ [X_ {ij}] $的条目,并要求对匹配的匹配进行采样,以使每个边缘$(I,J)$在匹配中的可能性完全等于$ x__ {ij {ij {ij {ij} $。我们表明,polytope $ p $在且仅当$ p $是$ [0,1]^n $与Aggine子空间的交叉点时接受了Bernoulli工厂。我们的构建基于该问题的代数配方,涉及确定一个伯恩斯坦多项式家庭(一个每个顶点),该家族满足$ p $的某些代数身份。我们的构建背后的主要技术工具是这些多项式与地质块的几何形状之间的联系。我们将这些结果应用于构建一个明确的工厂,以进行完美的匹配多层。由此产生的工厂与Arborescences的组合列举有着深入的联系,并且可能具有独立的关注。对于$ k $ - 均匀的矩阵多层,我们恢复了统计中称为Sampford采样的抽样程序。
A Bernoulli factory is an algorithmic procedure for exact sampling of certain random variables having only Bernoulli access to their parameters. Bernoulli access to a parameter $p \in [0,1]$ means the algorithm does not know $p$, but has sample access to independent draws of a Bernoulli random variable with mean equal to $p$. In this paper, we study the problem of Bernoulli factories for polytopes: given Bernoulli access to a vector $x\in P$ for a given polytope $P\subset [0,1]^n$, output a randomized vertex such that the expected value of the $i$-th coordinate is \emph{exactly} equal to $x_i$. For example, for the special case of the perfect matching polytope, one is given Bernoulli access to the entries of a doubly stochastic matrix $[x_{ij}]$ and asked to sample a matching such that the probability of each edge $(i,j)$ be present in the matching is exactly equal to $x_{ij}$. We show that a polytope $P$ admits a Bernoulli factory if and and only if $P$ is the intersection of $[0,1]^n$ with an affine subspace. Our construction is based on an algebraic formulation of the problem, involving identifying a family of Bernstein polynomials (one per vertex) that satisfy a certain algebraic identity on $P$. The main technical tool behind our construction is a connection between these polynomials and the geometry of zonotope tilings. We apply these results to construct an explicit factory for the perfect matching polytope. The resulting factory is deeply connected to the combinatorial enumeration of arborescences and may be of independent interest. For the $k$-uniform matroid polytope, we recover a sampling procedure known in statistics as Sampford sampling.