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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… Expand
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Papers overview

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2012
2012
This paper shows how coupling from the past (CFTP) can be used to avoid time and memory bottlenecks in direct local pattern… Expand
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2010
2010
We consider perfect simulation algorithms for locally stable point processes based on dominated coupling from the past, and apply… Expand
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2010
2010
This paper presents a method for calculation of stationary Power Quality Disturbances-PQD based on measurements, distribution… Expand
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2007
2007
In this paper we show how file sharing peer to peer systems can be modeled by hybrid systems with a continuous part corresponding… Expand
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2006
2006
This paper proposesapolynomialtime perfect (exact)sampling algorithm for2 xn contingencytables.Our algorithm isa LasVegas type… Expand
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2005
2005
In this paper a stopping criterion for a particular class of evolutionary algorithms is devised. First, a model of a generic… Expand
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2000
2000
  • D. Wilson
  • Random Struct. Algorithms
  • 2000
  • Corpus ID: 7834204
We give a new method for generating perfectly random samples from the stationary distribution of a Markov chain. The method is… Expand
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Highly Cited
1999
Highly Cited
1999
In this article we describe a new coupling technique which is useful in a variety of perfect sampling algorithms. A multishift… Expand
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Highly Cited
1999
Highly Cited
1999
A general framework for exact simulation of Markov random fields using the Propp-Wilson coupling from the past approach is… Expand
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Highly Cited
1997
Highly Cited
1997
The Markov chain Monte Carlo method is a general technique for obtaining samples from a probability distribution. In earlier work… Expand
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