Perfect simulation and coupling from the past


In 1996, Propp and Wilson showed how MCMC algorithms can be modified so that they deliver exact draws from the Markov chains’ equilibrium distribution. This type of sampling is referred to as perfect simulation. Perfect sampling determines automatically how long the Markov chain must run to reach the exact equilibrium distribution.

University of Stavanger

45 minutes trial lecture on given topic, disclosed 48 hours in advance.