Coupling Algorithms; Perfect MCMC Simulation

- In this section we will discuss algorithms
- that are also based on Markov chains,
- but this new class of algorithms simulates a given discrete distribution not only approximately but in a certain sense exactly.

- Therefore, these techniques are referred to as methods of ,,perfect'' MCMC simulation.

- Coupling to the Future; Counterexample
- Propp-Wilson Algorithm; Coupling from the Past
- Monotone Coupling Algorithms
- Examples: Birth-and-Death Processes; Ising Model
- Read-Once Modification of the CFTP Algorithm

Ursa Pantle 2006-07-20