메뉴 건너뛰기




Volumn 16, Issue 1, 2000, Pages 85-113

How to couple from the past using a read-once source of randomness

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0034381555     PISSN: 10429832     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1098-2418(200001)16:1<85::AID-RSA6>3.0.CO;2-H     Document Type: Article
Times cited : (71)

References (51)
  • 1
    • 0000569649 scopus 로고
    • Random walks on finite groups and rapidly mixing Markov chains
    • Séminaire de Probabilités XVII, Springer-Verlag, Berlin
    • D. Aldous, Random walks on finite groups and rapidly mixing Markov chains, in Séminaire de Probabilités XVII, Lecture Notes in Mathematics No. 986, Springer-Verlag, Berlin, 1983, pp. 243-297.
    • (1983) Lecture Notes in Mathematics , Issue.986 , pp. 243-297
    • Aldous, D.1
  • 2
    • 0008744766 scopus 로고
    • On simulating a Markov chain stationary distribution when transition probabilities are unknown
    • Discrete Probability and Algorithms, David Aldous, Persi Diaconis, Joel Spencer, and J. Michael Steele, Eds., Springer-Verlag, Berlin
    • D. Aldous, On simulating a Markov chain stationary distribution when transition probabilities are unknown, in Discrete Probability and Algorithms, David Aldous, Persi Diaconis, Joel Spencer, and J. Michael Steele, Eds., volume 72 of IMA Volumes in Mathematics and its Applications, Springer-Verlag, Berlin, 1995, pp. 1-9.
    • (1995) IMA Volumes in Mathematics and Its Applications , vol.72 , pp. 1-9
    • Aldous, D.1
  • 3
    • 0000052835 scopus 로고
    • A random walk construction of uniform spanning trees and uniform labelled trees
    • D. J. Aldous, A random walk construction of uniform spanning trees and uniform labelled trees, SIAM J Discrete Math, 3, (1990), 450-465.
    • (1990) SIAM J Discrete Math , vol.3 , pp. 450-465
    • Aldous, D.J.1
  • 7
    • 0002284829 scopus 로고    scopus 로고
    • Iterated random functions
    • P. Diaconis and D. Freedman, Iterated random functions, SIAM Review, 41, (1999), 45-76.
    • (1999) SIAM Review , vol.41 , pp. 45-76
    • Diaconis, P.1    Freedman, D.2
  • 9
    • 0032396902 scopus 로고    scopus 로고
    • An interruptible algorithm for perfect sampling via Markov chains
    • J. A. Fill, An interruptible algorithm for perfect sampling via Markov chains. The Annals of Applied Probability, 8, (1998), 131-162.
    • (1998) The Annals of Applied Probability , vol.8 , pp. 131-162
    • Fill, J.A.1
  • 11
    • 0000978393 scopus 로고    scopus 로고
    • Perfect simulation and backward coupling
    • S. G. Foss and R. L. Tweedie, Perfect simulation and backward coupling, Stochastic Model 14, (1998), 187-203.
    • (1998) Stochastic Model , vol.14 , pp. 187-203
    • Foss, S.G.1    Tweedie, R.L.2
  • 12
    • 0001638775 scopus 로고    scopus 로고
    • Exact sampling for Bayesian inference: Towards general purpose algorithms
    • J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, Eds., Oxford University Press, NY, Presented as an invited paper at the 6th Valencia International Meeting on Bayesian Statistics, Alcossebre, Spain, June 1998
    • P. J. Green and D. J. Murdoch, Exact sampling for Bayesian inference: towards general purpose algorithms (with discussion), in Bayesian Statistics 6, J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, Eds., Oxford University Press, NY, 1999, pp. 301-321. Presented as an invited paper at the 6th Valencia International Meeting on Bayesian Statistics, Alcossebre, Spain, June 1998.
    • (1999) Bayesian Statistics , vol.6 , pp. 301-321
    • Green, P.J.1    Murdoch, D.J.2
  • 13
    • 84988298069 scopus 로고    scopus 로고
    • Characterisation results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
    • O. Häggström, M. N. M. van Lieshout, and J. Møller, Characterisation results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes, Bernoulli 5, (1999), 641-658.
    • (1999) Bernoulli , vol.5 , pp. 641-658
    • Häggström, O.1    Van Lieshout, M.N.M.2    Møller, J.3
  • 14
    • 0041181008 scopus 로고    scopus 로고
    • Exact sampling from anti-monotone systems
    • O. Häggström and K. Nelander, Exact sampling from anti-monotone systems, Statistica Neerlandica, 52, (1998), 360-380.
    • (1998) Statistica Neerlandica , vol.52 , pp. 360-380
    • Häggström, O.1    Nelander, K.2
  • 15
    • 0033244550 scopus 로고    scopus 로고
    • On exact simulation of Markov random fields using coupling from the past
    • O. Häggström and K. Nelander, On exact simulation of Markov random fields using coupling from the past, Scandinavian J. Statistics, 26, (1999), 395-411.
    • (1999) Scandinavian J. Statistics , vol.26 , pp. 395-411
    • Häggström, O.1    Nelander, K.2
  • 16
    • 85037797581 scopus 로고    scopus 로고
    • Propp-Wilson algorithms and finitary codings for high noise Markov random fields
    • to appear
    • O. Häggström and J. E. Steif, Propp-Wilson algorithms and finitary codings for high noise Markov random fields, Combinatorics, Probability and Computing, 1998, to appear.
    • (1998) Combinatorics, Probability and Computing
    • Häggström, O.1    Steif, J.E.2
  • 18
    • 0039911275 scopus 로고    scopus 로고
    • Efficient exact sampling from the Ising model using Swendsen-Wang
    • Preprint
    • M. Huber, Efficient exact sampling from the Ising model using Swendsen-Wang, 1998a. (A two-page version appeared in Tenth Annual ACM-SIAM Symposium on Discrete Algorithms, Preprint).
    • (1998) Tenth Annual ACM-SIAM Symposium on Discrete Algorithms
    • Huber, M.1
  • 20
    • 0002292967 scopus 로고    scopus 로고
    • Dead leaves models: From space tesselation to random functions
    • Singapore
    • D. Jeulin, Dead leaves models: from space tesselation to random functions, World Scientific, Singapore, 1997, pp. 137-156.
    • (1997) World Scientific , pp. 137-156
    • Jeulin, D.1
  • 23
    • 0002559799 scopus 로고    scopus 로고
    • On some weighted Boolean models
    • D. Jeulin, Ed., World Scientific, Singapore
    • W. S. Kendall, On some weighted Boolean models, in Advances in Theory and Applications of Random Sets, D. Jeulin, Ed., World Scientific, Singapore, 1997, pp. 105-120.
    • (1997) Advances in Theory and Applications of Random Sets , pp. 105-120
    • Kendall, W.S.1
  • 24
    • 0000931378 scopus 로고    scopus 로고
    • Perfect simulation for the area-interaction point process
    • L. Accardi and C. C. Heyde, editors, L. Accardi and C. C. Heyde, Eds., Spinger-Verlag, Berlin
    • W. S. Kendall, Perfect simulation for the area-interaction point process, in L. Accardi and C. C. Heyde, editors, Probability Towards 2000, L. Accardi and C. C. Heyde, Eds., Spinger-Verlag, Berlin, 1998, pp. 218-234.
    • (1998) Probability Towards 2000 , pp. 218-234
    • Kendall, W.S.1
  • 26
    • 85037762241 scopus 로고    scopus 로고
    • Perfect simulation in stochastic geometry
    • Special issue on random sets, to appear
    • W. S. Kendall, and E. Thönnes, Perfect simulation in stochastic geometry, J. Pattern Recognition, 1998. Special issue on random sets, to appear.
    • (1998) J. Pattern Recognition
    • Kendall, W.S.1    Thönnes, E.2
  • 27
    • 0001702994 scopus 로고
    • A contraction principle for certain Markov chains and its applications
    • American Mathematical Society
    • G. Letac, A contraction principle for certain Markov chains and its applications, in Random Matrices and Their Applications, Volume 50 of Contemporary Mathematics, American Mathematical Society, 1986, pp. 263-273.
    • (1986) Random Matrices and Their Applications, Volume 50 of Contemporary Mathematics , vol.50 , pp. 263-273
    • Letac, G.1
  • 28
    • 0003196660 scopus 로고
    • Exact mixing in an unknown Markov chain
    • Paper #R15
    • L. Lovász and P. Winkler, Exact mixing in an unknown Markov chain, Electronic J Combin 2 (1995) Paper #R15.
    • (1995) Electronic J Combin , vol.2
    • Lovász, L.1    Winkler, P.2
  • 33
    • 0025252024 scopus 로고
    • On arrivals that see time averages
    • B. Melamed and W. Whitt. On arrivals that see time averages, Oper Res. 38 (1990), 156-172.
    • (1990) Oper Res. , vol.38 , pp. 156-172
    • Melamed, B.1    Whitt, W.2
  • 34
    • 0039318866 scopus 로고
    • The ASTA property
    • Advances in Queueing, J. H. Dshalalow, Ed., CRC Press, Boca Raton
    • B. Melamed and D. D. Yao, The ASTA property, in Advances in Queueing, J. H. Dshalalow, Ed., Probability and Stochastics, CRC Press, Boca Raton, Fl, 1995, pp. 195-224.
    • (1995) Probability and Stochastics , vol.F1 , pp. 195-224
    • Melamed, B.1    Yao, D.D.2
  • 36
    • 0033474280 scopus 로고    scopus 로고
    • Perfect simulation of conditionally specified models
    • J. Møller, Perfect simulation of conditionally specified models, J Roy Statist Soc Ser B, 61 (1999), 251-264.
    • (1999) J Roy Statist Soc Ser B , vol.61 , pp. 251-264
    • Møller, J.1
  • 37
    • 0033476943 scopus 로고    scopus 로고
    • Extensions of Fill's algorithm for perfect simulation
    • J. Møller and K. Schladitz, Extensions of Fill's algorithm for perfect simulation, J Roy Statist Soc Ser B, 61(4) (1999), 955-969.
    • (1999) J Roy Statist Soc Ser B , vol.61 , Issue.4 , pp. 955-969
    • Møller, J.1    Schladitz, K.2
  • 38
    • 0442309503 scopus 로고    scopus 로고
    • Exact sampling for Bayesian inference: Unbounded state spaces
    • to appear
    • D. J. Murdoch, Exact sampling for Bayesian inference: Unbounded state spaces, Fields Inst Commun, 1999, to appear.
    • (1999) Fields Inst Commun
    • Murdoch, D.J.1
  • 39
    • 0032363044 scopus 로고    scopus 로고
    • Exact sampling from a continuous state space
    • D. J. Murdoch and P. J. Green. Exact sampling from a continuous state space, Scandinavian J Statistics, 25 (1998), 483-502.
    • (1998) Scandinavian J Statistics , vol.25 , pp. 483-502
    • Murdoch, D.J.1    Green, P.J.2
  • 40
    • 0002127318 scopus 로고    scopus 로고
    • Convergence assessment in latent variable models: DNA applications
    • Discretization and MCMC convergence assessment, Christian P. Robert, Ed. Springer-Verlag, Berlin
    • F. Muri, D. Chauveau, and D. Cellier, Convergence assessment in latent variable models: DNA applications, in Discretization and MCMC Convergence Assessment, Christian P. Robert, Ed. Lecture Notes in Statistics # 135, Springer-Verlag, Berlin, 1998, pp. 127-146.
    • (1998) Lecture Notes in Statistics # 135 , pp. 127-146
    • Muri, F.1    Chauveau, D.2    Cellier, D.3
  • 42
    • 0005193926 scopus 로고    scopus 로고
    • Exact sampling with coupled Markov chains and applications to statistical mechanics
    • J. G. Propp and D. B. Wilson, Exact sampling with coupled Markov chains and applications to statistical mechanics, Random Structures Algorithms 9 (1996), 223-252.
    • (1996) Random Structures Algorithms , vol.9 , pp. 223-252
    • Propp, J.G.1    Wilson, D.B.2
  • 43
    • 0000082687 scopus 로고    scopus 로고
    • Coupling from the past: A user's guide
    • D. Aldous and J. Propp, editors, Discrete Mathematics and Theoretical Computer Science, American Mathematical Society
    • J. Propp and D. Wilson, Coupling from the past: a user's guide, in D. Aldous and J. Propp, editors, Microsurveys in Discrete Probability, volume 41 of DIMACS Series in Discrete Mathematics and Theoretical Computer Science, American Mathematical Society, 1998, pp. 181-192.
    • (1998) Microsurveys in Discrete Probability, volume 41 of DIMACS Series , vol.41 , pp. 181-192
    • Propp, J.1    Wilson, D.2
  • 44
    • 0000162904 scopus 로고    scopus 로고
    • How to get a perfectly random sample from a generic Markov chain and generate a random spanning tree of a directed graph
    • J. G. Propp and D. B. Wilson, How to get a perfectly random sample from a generic Markov chain and generate a random spanning tree of a directed graph, J Algorithms 27 (1998), 170-217.
    • (1998) J Algorithms , vol.27 , pp. 170-217
    • Propp, J.G.1    Wilson, D.B.2
  • 46
    • 85037776947 scopus 로고    scopus 로고
    • On the existence and non-existence of finitary codings for a class of random fields
    • to appear
    • J. van den Berg and J. E. Steif, On the existence and non-existence of finitary codings for a class of random fields, Ann Probab 1998, to appear.
    • (1998) Ann Probab
    • Van Den Berg, J.1    Steif, J.E.2
  • 47
    • 85037759661 scopus 로고    scopus 로고
    • Layered multishift coupling for use in perfect sampling algorithms
    • to appear
    • D. B. Wilson, Layered multishift coupling for use in perfect sampling algorithms (with a primer on CFTP), Fields Inst Commun 1999, to appear.
    • (1999) Fields Inst Commun
    • Wilson, D.B.1
  • 48
    • 0020103086 scopus 로고
    • Poisson arrivals see time averages
    • R. W. Wolff, Poisson arrivals see time averages, Oper Res 30 (1982), 223-231.
    • (1982) Oper Res , vol.30 , pp. 223-231
    • Wolff, R.W.1
  • 49
    • 0039318862 scopus 로고    scopus 로고
    • personal communication
    • T. Yan, 1998, personal communication.
    • (1998)
    • Yan, T.1
  • 50
    • 0033436481 scopus 로고    scopus 로고
    • Fast convergence of the Glauber dynamics for sampling independent sets
    • M. Luby and E. Vigoda, Fast convergence of the Glauber dynamics for sampling independent sets, Random Structures Algorithms 15 (1999), 229-241.
    • (1999) Random Structures Algorithms , vol.15 , pp. 229-241
    • Luby, M.1    Vigoda, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.