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• W2073299436 abstract "We give a new method for generating perfectly random samples from the stationary distribution of a Markov chain. The method is related to coupling from the past (CFTP), but only runs the Markov chain forwards in time, and never restarts it at previous times in the past. The method is also related to an idea known as PASTA (Poisson arrivals see time averages) in the operations research literature. Because the new algorithm can be run using a read-once stream of randomness, we call it read-once CFTP. The memory and time requirements of read-once CFTP are on par with the requirements of the usual form of CFTP, and for a variety of applications the requirements may be noticeably less. Some perfect sampling algorithms for point processes are based on an extension of CFTP known as coupling into and from the past; for completeness, we give a read-once version of coupling into and from the past, but it remains unpractical. For these point process applications, we give an alternative coupling method with which read-once CFTP may be efficiently used. ©2000 John Wiley & Sons, Inc. Random Struct. Alg., 16: 85–113, 2000" @default.
• W2073299436 created "2016-06-24" @default.
• W2073299436 creator A5079556746 @default.
• W2073299436 date "2000-01-01" @default.
• W2073299436 modified "2023-10-12" @default.
• W2073299436 title "How to couple from the past using a read-once source of randomness" @default.
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• W2073299436 doi "https://doi.org/10.1002/(sici)1098-2418(200001)16:1<85::aid-rsa6>3.0.co;2-h" @default.
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