Skip to search formSkip to main contentSkip to account menu

Coupling from the past

Among Markov chain Monte Carlo (MCMC) algorithms, coupling from the past is a method for sampling from the stationary distribution of a Markov chain… 
Wikipedia (opens in a new tab)

Related topics

Related topics

3 relations
List of numerical analysis topicsMarkov chainMarkov chain Monte Carlo

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
On the Coupling Time of the Heat-Bath Process for the Fortuin–Kasteleyn Random–Cluster Model
We consider the coupling from the past implementation of the random–cluster heat-bath process, and study its random running time… 
2015
2015
Fast perfect simulation of Vervaat perpetuities
2014
2014
Perfect sampling for closed queueing networks
2010
2010
A novel approach for the simulation of power quality stationary disturbances in electric power systems
This paper presents a method for calculation of stationary Power Quality Disturbances-PQD based on measurements, distribution… 
2009
2009
PERFECT SIMULATION OF SPATIAL POINT PROCESSES USING DOMINATED COUPLING FROM THE PAST WITH APPLICATION TO A MULTISCALE AREA-INTERACTION POINT PROCESS
We consider perfect simulation algorithms for locally stable point processes based on dominated coupling from the past. A new… 
2008
2008
Relating Time and Customer Averages for Queues Using ‘forward’ Coupling from the Past
We give a new method for simulating the time average steady-state distribution of a continuous-time queueing system, by extending… 
2006
2006
Exact sampling with highly uniform point sets
2006
2006
Markov Chain Monte Carlo Methods Lecture 7 : September 12 , 2006 Coupling from the Past Eric Vigoda
We saw in the last lecture how Markov chains can be useful algorithmically. If we have a probability distribution we’d like to… 
Highly Cited
1999
Highly Cited
1999
Perfect simulation in stochastic geometry
1999
1999
Exact and Approximate Sampling from the Stationary Distribution of a Markov Chain
When simulating a physical system with discrete sates, one often would like to generate a sample from the stationary distribution… 
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy (opens in a new tab), Terms of Service (opens in a new tab), and Dataset License (opens in a new tab)