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Limiting distributions of Glauber coupling times

12 sept. 2023, 10:00
1h
Institut Pascal

Institut Pascal

Bâtiment 530, Rue André Rivière 91400 Orsay

Orateur

Tim Garoni (Monash University)

Description

Coupling from the past is a method for obtaining perfect samples from Markov chain Monte Carlo algorithms. The price paid is that the running time becomes random. We will present some recent results concerning the limit behaviour of this random time, and discuss a number of open conjectures.

Documents de présentation

Aucun document.