Exact sampling of spanning trees via fast-forwarded random walks

• 成果类型: Article
• 署名作者: Tam, Edric; Dunson, David B.; Duan, Leo L.
• 署名单位: Stanford University; Duke University; State University System of Florida; University of Florida
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asaf031
• 发表日期: 2025
• 关键词: bayesian cart; subtree-prune; regraft

摘要

Tree graphs are used routinely in statistics. When estimating a Bayesian model with a tree component, sampling the posterior remains a core difficulty. Existing Markov chain Monte Carlo methods tend to rely on local moves, often leading to poor mixing. A promising approach is to instead directly sample spanning trees on an auxiliary graph. Current spanning tree samplers, such as the celebrated Aldous-Broder algorithm, rely predominantly on simulating random walks that are required to visit all the nodes of the graph. Such algorithms are prone to getting stuck in certain subgraphs. We formalize this phenomenon using the bottlenecks in the random walk's transition probability matrix. We then propose a novel fast-forwarded cover algorithm that can break free from bottlenecks. The core idea is a marginalization argument that leads to a closed-form expression that allows for fast-forwarding to the event of visiting a new node. Unlike many existing approximation algorithms, our algorithm yields exact samples. We demonstrate the enhanced efficiency of the fast-forwarded cover algorithm, and illustrate its application in fitting a Bayesian dendrogram model on a Massachusetts crime and community dataset.