Browsing by Author "Lemieux, Christiane"

Now showing 1 - 5 of 5
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    Dynamic numerical integration using randomized quasi-monte carlo methods
    (2003) Dembeck, David Christian; Lemieux, Christiane
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    Exact Sampling With Highly-uniform Point Sets
    (2004-09-24) Lemieux, Christiane; Sidorsky, Paul
    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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    RandQMC USER'S GUIDE
    (2002-12-18) Lemieux, Christiane; Cieslak, Mikolaj; Luttmer, Kristopher
    This package contains implementations for many quasi-Monte Carlo methods and their associated randomizations. It is designed so that the same program shell can be used for all methods, with only a different input file in each case. Some of the methods included in the package can deal with an infinite (random) dimension, and most of the others have a limit of 360 on the dimension. A program that correctly generates the input file is provided with the package, as well as some basic statistical tools.
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    Stochastic simulation of pattern formation: an application of l-systems
    (2006) Cieslak, Mikolaj; Prusinkiewicz, Przemyslaw; Lemieux, Christiane