Tata Institute of Fundamental Research
Perfect Sampling for Doeblin Chains
Seminar
Speaker:
Krishna B. Athreya (Iowa State University
Department of Statistics and Statistical Laboratory
Snedecor Hall
Ames IA 50011-1210
United States of America)
Organiser:
Sandeep K Juneja
Date:
Thursday, 13 Feb 2014, 11:00 to 12:00
Venue:
D-406 (D-Block Conference Room)
(Scan to add to calendar)
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.
| Speaker: | Krishna B. Athreya (Iowa State University Department of Statistics and Statistical Laboratory Snedecor Hall Ames IA 50011-1210 United States of America) |
| Organiser: | Sandeep K Juneja |
| Date: | Thursday, 13 Feb 2014, 11:00 to 12:00 |
| Venue: | D-406 (D-Block Conference Room) |
(Scan to add to calendar)
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.