Coupling from the Past

Coupling from the past

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.

1 courses cover this concept

CS 263 Counting and Sampling

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.

No concepts data

+ 52 more concepts