Polynomial time approximate or perfect samplers for discretized Dirichlet distribution

Tomomi Matsui, Mitsuo Motoki, Naoyuki Kamatani, Shuji Kijima

研究成果: Contribution to journalArticle査読

1 被引用数 (Scopus)

抄録

In this paper, we propose two Markov chains for sampling random vectors that are distributed according to discretized Dirichlet distribution. Their mixing rates are bounded by O(n2 log δ) and O(n3 log δ), where n is the dimension and 1/δ is the grid size for discretization. Our second chain gives a perfect sampler that is based on monotone coupling from the past. We also report the results of simulations.

本文言語英語
ページ(範囲)91-123
ページ数33
ジャーナルJapan Journal of Industrial and Applied Mathematics
27
1
DOI
出版ステータス出版済み - 6 2010

All Science Journal Classification (ASJC) codes

  • 工学(全般)
  • 応用数学

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