Notes on “Coupling from the Past”
نویسنده
چکیده
The goal of a Markov Chain Monte Carlo (MCMC) simulation is to generate samples from a target probability distribution π by simulating a Markov chain whose stationary distribution is π. However, often this ideal is not achieved, and the practitioner actually samples from an approximate distribution π̃ that is close to π in variation distance. These circumstances have spawned an array of literature addressing Markov chain simulation convergence, including literature on an MCMC strategy called Coupling from the Past (CFTP) that can circumvent the convergence problem altogether to draw samples exactly from the target distribution.
منابع مشابه
Notes on Perfect Simulation
Perfect simulation refers to the art of converting suitable Markov Chain Monte Carlo algorithms into algorithms which return exact draws from the target distribution, instead of long-time approximations. The theoretical concepts underlying perfect simulation have a long history, but they were first drawn together to form a practical simulation technique in the groundbreaking paper of Propp and ...
متن کاملMarkov Chain Monte Carlo Methods for Statistical Inference
These notes provide an introduction to Markov chain Monte Carlo methods and their applications to both Bayesian and frequentist statistical inference. Such methods have revolutionized what can be achieved computationally, especially in the Bayesian paradigm. The account begins by discussing ordinary Monte Carlo methods: these have the same goals as the Markov chain versions but can only rarely ...
متن کاملInvestigation of the Effect of Exhaust Gas Recirculation (EGR) on pollutants Emission From Si Engine Exhaust Gasese (RESEARCH NOTES)
This paper reports the results of an experimental investigation on the effect of the EGR on the pollutants emission, especially on oxides of nitrogen, from the exhaust gases and performance of the spark ignition engine. Also along with experimental work, a mathematical model for the determination of the effect of EGR on the peak cycle temperature and for the prediction of its effect on the NOx ...
متن کاملMargins are more important than text, Historical values of margins, memorial notes and colophons of Manuscripts in Zoroastrian tradition
In the Zoroastrian tradition, the most important challenge and the most ambiguous issue is ambiguity in history and neglect of time and chronology. Perhaps, this approach that historical time is limit and the begging and end of time is clear and the goodness will be conqueror eventually; it is because of ambiguity of history in Zoroastrian tradition.since early time to now, the Zoroastrian re...
متن کاملFactors affecting students tendency of Univercity students to Lecture Notes
Introduction: Many studies detected factors contributing to the students’ tendency to lecture notes. This study aimed at evaluating the factors affecting students tendency to lecture notes in Hormozgan University of Medical Sciences. Methods: In this descriptive study, 179 students from medicine, nursing & midwifery, health, and Paramedicine schools were selected through stratified random...
متن کامل