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) )
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. |