The paper studies the convergence of Markov chains for the mean-field Potts and random-cluster models from high-entropy initializations, such as product measures. These models exhibit complex energy landscapes with discontinuous phase transitions and asymmetric metastable modes, posing significant challenges for efficient sampling.
The authors analyze two canonical Markov chains - the Chayes-Machta (CM) dynamics for the mean-field random-cluster model and the Glauber dynamics for the mean-field Potts model. They characterize the sharp families of product initializations that lead to fast mixing, even in parameter regimes where the worst-case mixing time is exponentially slow.
The key technical contributions involve carefully approximating the high-dimensional Markov chains by tractable 1-dimensional random processes near the unstable saddle points separating the dominant modes. This allows the authors to understand the competition between the drift and fluctuations driving the dynamics away from the saddles, and precisely tune the initialization parameters for fast mixing.
The results provide insights into the benefits and limitations of high-entropy initializations for overcoming metastability and phase coexistence in sampling from complex high-dimensional distributions, with connections to simulated annealing and tempering schemes.
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