Coupling from the past is a Markov chain Monte Carlo (MCMC) algorithm for sampling from the stationary distribution of a Markov chain. It was invented by James Propp and David Wilson in 1996, and can provide a perfect sample from the stationary distribution. It is an alternative to other MCMC algorithms.
Stanford University
Autumn 2022
The course addresses both classic and recent developments in counting and sampling. It covers counting complexity, exact counting via determinants, sampling via Markov chains, and high-dimensional expanders.
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