G method in action: from exact sampling to approximate one

MaRDI QIDQ4605083zbMATH OpenFDO

Authors Udrea Păun

Publication date 6 March 2018

zbMATH Keywords

Gibbs samplerexact samplinguniqueness theoremunificationalias method\(G\) methodswapping method\(G\) comparisonapproximate sampling, hybrid Metropolis-Hastings chainfundamental idea on the speed of convergenceoptimal hybrid Metropolis chainreference chainreference methodwavy probability distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(3)

• A hybrid Metropolis-Hastings chain
• \(G\) method in action: fast exact sampling from set of permutations of order \(n\) according to Mallows model through Cayley metric
• \(G\) method in action: fast exact sampling from set of permutations of order \(n\) according to Mallows model through Kendall metric

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