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Markov chain Monte Carlo (MCMC) is an elegant tool, widely used in variety of areas. In computer vision, it has been used for the inference on the Markov random field model (MRF). However, MCMC less concerned than other deterministic approaches although it converges to global optimal solution in theory. The major obstacle is its slow convergence. To come up with faster sampling method, we investigate two ideas: breaking detailed balance and updating multiple nodes at a time. Although detailed balance is considered to be essential element of MCMC, it actually is not the necessary condition for the convergence. In addition, exploiting the structure of MRF, we introduce a new kernel which updates multiple nodes in a scanline rather than a single node. Those two ideas are integrated in a novel way to develop an efficient method called scanline sampler without detailed balance. In experimental section, we apply our method to the OpenGM2 benchmark of MRF optimization and show the proposed method achieves faster convergence than the conventional approaches.

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