Construct · 1 fields · 1 citations

coupling from the past: a standalone construct

One name. One construct. A landmark on the map.

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couplingfrom the past1 CONSTRUCTCoupling from the pastPROPP · RANDOMIZED ALGORITHMS

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Randomized algorithms

a method that runs coupled Markov chains from further and further back in time until they merge, yielding an exact sample of the stationary distribution.

In randomized algorithms, coupling from the past refers to a method that runs coupled Markov chains from further and further back in time until they merge, yielding an exact sample of the stationary distribution. This meaning comes from Propp (1996) in Random Structures and Algorithms.[1]

Unit
Recovery means
Measured by

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Nearby constructs

coupling4 fields · 4 citationsjingle · one word, four constructsdistribution2 fields · 2 citationsjingle · one word, two constructsmerge3 fields · 5 citationsjingle · one word, three constructs

References

  1. Propp, J. G., & Wilson, D. B. (1996). Exact sampling with coupled Markov chains and applications to statistical mechanics. Random Structures and Algorithms, 9(1-2), 223-252. https://doi.org/10.1002/(sici)1098-2418(199608/09)9:1/2<223::aid-rsa14>3.0.co;2-o

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