The Randomness Recycler: A New Technique for Perfect Sampling

@inproceedings{Fill2000TheRR,
  title={The Randomness Recycler: A New Technique for Perfect Sampling},
  author={James Allen Fill and Mark Huber},
  booktitle={FOCS},
  year={2000}
}
For many probability distributions of interest, it is quite difficult to obtain samples efficiently. Often, Markov chain s are employed to obtain approximately random samples from these distributions. The primary drawback to traditional Markov chain methods is that the mixing time of the chain is usually unknown, which makes it impossible to determine how close the output samples are to having the target distribution. Here we present a new protocol, the randomness recycler (RR), that overcomes… CONTINUE READING

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