On Exact Simulation of Markov Random Fields Using Coupling from the Past

Olle Haggstrom and Karin Nelander

Scandinavian Journal of Statistics, 1999, vol. 26, issue 3, 395-411

Abstract: A general framework for exact simulation of Markov random fields using the Propp–Wilson coupling from the past approach is proposed. Our emphasis is on situations lacking the monotonicity properties that have been exploited in previous studies. A critical aspect is the convergence time of the algorithm; this we study both theoretically and experimentically. Our main theoretical result in this direction says, roughly, that if interactions are sufficiently weak, then the expected running time of a carefully designed implementation is O(N log N), where N is the number of interacting components of the system. Computer experiments are carried out for random q‐colourings and for the Widom–Rowlinson lattice gas model.

Date: 1999
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00156

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:26:y:1999:i:3:p:395-411

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().