Skip to main content
Article thumbnail
Location of Repository

Coupling from the Past

By 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 generate random samples from, we design an ergodic Markov chain whose unique stationary distribution is the desired distribution. We then run the chain (i.e., start at an arbitrary state and evolve according to the transition matrix)

Year: 2006
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.