Exact sampling with highly uniform point sets
نویسندگان
چکیده
منابع مشابه
Exact sampling with highly uniform point sets
In 1996, Propp and Wilson came up with a remarkably clever method for generating exact samples from the stationary distribution of a Markov chain [17]. Their method, called “perfect sampling” or “exact sampling” avoids the inherent bias of samples that are generated by running the chain for a large but fixed number of steps. It does so by using a strategy called “coupling from the past”. Althou...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2006
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2005.12.006