Combinatorial Bernoulli Factories: Matchings, Flows and Other Polytopes

41 Pages Posted: 13 Jan 2021

See all articles by Rad Niazadeh

Rad Niazadeh

University of Chicago - Booth School of Business

Renato Paes Leme

Google Inc.

Jon Schneider

Google Inc., New York

Date Written: November 6, 2020

Abstract

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 ∈ [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 ∈ P for a given polytope P ⊂ [0, 1]^n, output a randomized vertex such that the expected value of the i-th coordinate is exactly equal to xi. 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.

Keywords: Bernoulli factories; Exact sampling; Exact simulation; Geometric combinatorics

Suggested Citation

Niazadeh, Rad and Paes Leme, Renato and Schneider, Jon, Combinatorial Bernoulli Factories: Matchings, Flows and Other Polytopes (November 6, 2020). Available at SSRN: https://ssrn.com/abstract=3726753 or http://dx.doi.org/10.2139/ssrn.3726753

Rad Niazadeh (Contact Author)

University of Chicago - Booth School of Business ( email )

5807 S Woodlawn Ave
Chicago, IL 60637

HOME PAGE: http://radniazadeh.github.io/

Renato Paes Leme

Google Inc. ( email )

1600 Amphitheatre Parkway
Second Floor
Mountain View, CA 94043
United States

Jon Schneider

Google Inc., New York ( email )

111 8th Ave
New York, NY 10011
United States

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