Perfect simulation and coupling from the past
Abstract
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.
Date
Jun 10, 2020
10:00
— 10:45
Event
Location
University of Stavanger
45 minutes trial lecture on given topic, disclosed 48 hours in advance.
