Layered Multishift Coupling for use in Perfect Sampling Algorithms (with a primer on CFTP)

@article{Wilson1999LayeredMC,
  title={Layered Multishift Coupling for use in Perfect Sampling Algorithms (with a primer on CFTP)},
  author={D. Wilson},
  journal={arXiv: Probability},
  year={1999}
}
  • D. Wilson
  • Published 1999
  • Mathematics
  • arXiv: Probability
  • In this article we describe a new coupling technique which is useful in a variety of perfect sampling algorithms. A multishift coupler generates a random function f() so that for each real x, f(x)-x is governed by the same fixed probability distribution, such as a normal distribution. We develop the class of layered multishift couplers, which are simple and have several useful properties. For the standard normal distribution, for instance, the layered multishift coupler generates an f() which… CONTINUE READING

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