# Polynomial time perfect sampler for discretized dirichlet distribution

@inproceedings{Matsui2008PolynomialTP, title={Polynomial time perfect sampler for discretized dirichlet distribution}, author={Tomomi Matsui and Shuji Kijima}, year={2008} }

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…

## 2 Citations

### Polynomial time approximate or perfect samplers for discretized Dirichlet distribution

- Computer Science, Mathematics
- 2010

This paper proposes two Markov chains for sampling random vectors that are distributed according to discretized Dirichlet distribution and gives a perfect sampler that is based on monotone coupling from the past.

### Polynomial-time Perfect Sampler for Closed Jackson Networks with Single Servers

- Computer Science, Mathematics
- 2006

A new ergodic Markov chain is proposed whose unique stationary distribution is the product form solution of a closed Jackson Network, thus a new sampler is proposed, based on monotone Coupling from the Past and realizes the sampling from the target distribution exactly.

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