Exact Sampling With Highly-uniform Point Sets
Date
2004-09-24
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Abstract
In 1996, Propp and Wilson came up with a remarkably clever method
for generating exact samples from the stationary distribution of a Markov
chain [18]. 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 . Although the sampling mechanism used in their
method is typically driven by independent random points, more structured
sampling can also be used. Recently, Craiu and Meng [3, 4] suggested to use
different forms of antithetic coupling for that purpose. In this paper, we
consider the use of highly-uniform point sets to drive the exact sampling in
Propp and Wilson s method, and illustrate the effectiveness of the proposed
method with a few numerical examples.
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Computer Science