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|Title:||Exact Sampling With Highly-uniform Point Sets|
|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 . 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.|
|Appears in Collections:||Lemieux, Christiane|
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|2004-762-27.pdf||780.12 kB||Adobe PDF||View/Open|
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