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SUMMARY:Coupling from the past for the null recurrent Markov Chain - Sayeh
Khaniha (INRIA\, Paris)
DTSTART;VALUE=DATE-TIME:20240129T140000Z
DTEND;VALUE=DATE-TIME:20240129T150000Z
UID:https://new.talks.ox.ac.uk/talks/id/414efc33-c9c5-4c6d-babb-c2b12c2dfa
d0/
DESCRIPTION:The coupling from the past algorithm is a way of perfect sampl
ing from the stationary distribution of irreducible\, periodic\, and posit
ive recurrent Markov Chain. The algorithm is based on a random graph calle
d the Deoblin Graph. The Doeblin Graph of a countable state space Markov c
hain describes the joint pathwise evolutions of the Markov dynamics starti
ng from all possible initial conditions\, with two paths coalescing when t
hey reach the same point of the state space at the same time. Its Bridge D
oeblin subgraph only contains the paths starting from a tagged point of th
e state space at all possible times. In the irreducible\, periodic\, and p
ositive recurrent case\, the properties of the Bridge Doeblin Graph are kn
own in the literature.\nIn this talk\, the properties of the Bridge Doebli
n Graph will be discussed when it is constructed by a null recurrent Marko
v Chain. As a result\, a definition for the perfect sampling of stationary
measures of null recurrent Markov Chains will be introduced. \nSpeakers:\
nSayeh Khaniha (INRIA\, Paris)
LOCATION:Mathematical Institute\, Woodstock Road OX2 6GG
TZID:Europe/London
URL:https://new.talks.ox.ac.uk/talks/id/414efc33-c9c5-4c6d-babb-c2b12c2dfa
d0/
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DESCRIPTION:Talk:Coupling from the past for the null recurrent Markov Chai
n - Sayeh Khaniha (INRIA\, Paris)
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