Polynomial time perfect sampler for discretized dirichlet distribution

  title={Polynomial time perfect sampler for discretized dirichlet distribution},
  author={Tomomi Matsui and Shuji Kijima},
In this paper, we propose a perfect (exact) sampling algorithm according to a discretized Dirichlet distribution. The Dirichlet distribution appears as prior and posterior distribution for the multinomial distribution in many statistical methods in bioinformatics. Our algorithm is a monotone coupling from the past algorithm, which is a Las Vegas type randomized algorithm. We propose a new Markov chain whose limit distribution is a discretized Dirichlet distribution. Our algorithm simulates… 

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