A Note on Perfect Slice Sampling

Perfect slice sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random variates. We show that the simplest version of the perfect slice sampler suggested in the literature does not always sample from the target distribution. (author's abstract)Series: Research Report Series / Department of Statistics and Mathematic

A Note on the Folding Coupler

Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution. (author's abstract)Series: Research Report Series / Department of Statistics and Mathematic

Algebraic Connectivity and Degree Sequences of Trees

We investigate the structure of trees that have minimal algebraic connectivity among all trees with a given degree sequence. We show that such trees are caterpillars and that the vertex degrees are non-decreasing on every path on non-pendant vertices starting at the characteristic set of the Fiedler vector.Comment: 8 page

Graphs with Given Degree Sequence and Maximal Spectral Radius

We describe the structure of those graphs that have largest spectral radius in the class of all connected graphs with a given degree sequence. We show that in such a graph the degree sequence is non-increasing with respect to an ordering of the vertices induced by breadth-first search. For trees the resulting structure is uniquely determined up to isomorphism. We also show that the largest spectral radius in such classes of trees is strictly monotone with respect to majorization.Comment: 12 pages, 4 figures; revised version. Important change: Theorem 3 (formely Theorem 7) now states (and correctly proofs) the majorization result only for "degree sequences of trees" (instead for general connected graphs). Bo Zhou from the South China Normal University in Guangzhou, P.R. China, has found a counter-example to the stronger resul

Faber-Krahn Type Inequalities for Trees

The Faber-Krahn theorem states that among all bounded domains with the same volume in ${\mathbb R}^n$ (with the standard Euclidean metric), a ball that has lowest first Dirichlet eigenvalue. Recently it has been shown that a similar result holds for (semi-)regular trees. In this article we show that such a theorem also hold for other classes of (not necessarily non-regular) trees. However, for these new results no couterparts in the world of the Laplace-Beltrami-operator on manifolds are known.Comment: 19 pages, 5 figure

Sampling from Linear Multivariate Densities

It is well known that the generation of random vectors with non-independent components is difficult. Nevertheless, we propose a new and very simple generation algorithm for multivariate linear densities over point-symmetric domains. Among other applications it can be used to design a simple decomposition-rejection algorithm for multivariate concave distributions.Series: Research Report Series / Department of Statistics and Mathematic

Automatic Markov Chain Monte Carlo Procedures for Sampling from Multivariate Distributions

Generating samples from multivariate distributions efficiently is an important task in Monte Carlo integration and many other stochastic simulation problems. Markov chain Monte Carlo has been shown to be very efficient compared to "conventional methods", especially when many dimensions are involved. In this article we propose a Hit-and-Run sampler in combination with the Ratio-of-Uniforms method. We show that it is well suited for an algorithm to generate points from quite arbitrary distributions, which include all log-concave distributions. The algorithm works automatically in the sense that only the mode (or an approximation of it) and an oracle is required, i.e., a subroutine that returns the value of the density function at any point x. We show that the number of evaluations of the density increases slowly with dimension. (author's abstract)Series: Preprint Series / Department of Applied Statistics and Data Processin

A Faber-Krahn-type Inequality for Regular Trees

In the last years some results for the Laplacian on manifolds have been shown to hold also for the graph Laplacian, e.g. Courant's nodal domain theorem or Cheeger's inequality. Friedman (Some geometric aspects of graphs and their eigenfunctions, Duke Math. J. 69 (3), pp. 487-525, 1993) described the idea of a ``graph with boundary". With this concept it is possible to formulate Dirichlet and Neumann eigenvalue problems. Friedman also conjectured another ``classical" result for manifolds, the Faber-Krahn theorem, for regular bounded trees with boundary. The Faber-Krahn theorem states that among all bounded domains $D \subset R^n$ with fixed volume, a ball has lowest first Dirichlet eigenvalue. In this paper we show such a result for regular trees by using a rearrangement technique. We give restrictive conditions for trees with boundary where the first Dirichlet eigenvalue is minimized for a given "volume". Amazingly Friedman's conjecture is false, i.e. in general these trees are not ``balls". But we will show that these are similar to ``balls". (author's abstract)Series: Preprint Series / Department of Applied Statistics and Data Processin

rstream: Streams of Random Numbers for Stochastic Simulation

The package rstream provides a unified interface to streams of random numbers for the R statistical computing language. Features are: * independent streams of random numbers * substreams * easy handling of streams (initialize, reset) * antithetic random variates The paper describes this packages and demonstrates an simple example the usefulness of this approach.Series: Preprint Series / Department of Applied Statistics and Data Processin

Largest Laplacian Eigenvalue and Degree Sequences of Trees

We investigate the structure of trees that have greatest maximum eigenvalue among all trees with a given degree sequence. We show that in such an extremal tree the degree sequence is non-increasing with respect to an ordering of the vertices that is obtained by breadth-first search. This structure is uniquely determined up to isomorphism. We also show that the maximum eigenvalue in such classes of trees is strictly monotone with respect to majorization.Comment: 9 pages, 2 figure