School of Technology and Computer Science Seminars

Perfect Sampling for Doeblin Chains

by Prof. Krishna B. Athreya (Iowa State University, USA)

Thursday, February 13, 2014 from to (Asia/Kolkata)
at Colaba Campus ( D-406 (D-Block Conference Room) )
Description
Propp and Wilson showed how to generate a Markov chain which in a finite number of steps gives a sample from the stationary distribution supported by a countable set. In this talk we show that this is feasible if the chain satisfies the Doeblin recurrence condition.