Perfect Sampling for Doeblin Chains

Speaker: 

Krishna B. Athreya

Affiliation: 

Iowa State University
Department of Statistics and Statistical Laboratory
Snedecor Hall
Ames IA 50011-1210
United States of America

Time: 

Thursday, 13 February 2014, 11:00 to 12:00

Venue: 

Organisers: 

Abstract: Propp and Wilson showed how to generate a Markov chain which in a finite number of steps gives a sample from the stationary distribution supported by a countable set. In this talk we show that this is feasible if the chain satisfies the Doeblin recurrence condition.