Perfect Sampling for Doeblin Chains

Organiser:
Sandeep K Juneja
Date:
Thursday, 13 Feb 2014, 11:00 to 12:00
Venue:
D-406 (D-Block Conference Room)
Category:
Abstract
Abstract: 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.