Dai, Hongsheng (2008) Perfect sampling methods for random forests. Advances in Applied Probability, 40 (3). pp. 897-917. DOI https://doi.org/10.1239/aap/1222868191
Dai, Hongsheng (2008) Perfect sampling methods for random forests. Advances in Applied Probability, 40 (3). pp. 897-917. DOI https://doi.org/10.1239/aap/1222868191
Dai, Hongsheng (2008) Perfect sampling methods for random forests. Advances in Applied Probability, 40 (3). pp. 897-917. DOI https://doi.org/10.1239/aap/1222868191
Abstract
<jats:p>A weighted graph<jats:italic>G</jats:italic>is a pair (<jats:italic>V</jats:italic>, ℰ) containing vertex set<jats:italic>V</jats:italic>and edge set ℰ, where each edge<jats:italic>e</jats:italic>∈ ℰ is associated with a weight<jats:italic>W<jats:sub>e</jats:sub></jats:italic>. A subgraph of<jats:italic>G</jats:italic>is a forest if it has no cycles. All forests on the graph<jats:italic>G</jats:italic>form a probability space, where the probability of each forest is proportional to the product of the weights of its edges. This paper aims to simulate forests exactly from the target distribution. Methods based on coupling from the past (CFTP) and rejection sampling are presented. Comparisons of these methods are given theoretically and via simulation.</jats:p>
Item Type: | Article |
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Uncontrolled Keywords: | Coupling from the past; MCMC; perfect sampling; rejection sampling; trees and forests |
Subjects: | Q Science > QA Mathematics |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 12 Feb 2013 08:07 |
Last Modified: | 04 Dec 2024 06:02 |
URI: | http://repository.essex.ac.uk/id/eprint/5493 |
Available files
Filename: Dai_revised.pdf