pith. machine review for the scientific record. sign in

arxiv: 1206.5239 · v1 · pith:MZMEPS2Jnew · submitted 2012-06-20 · 📊 stat.CO · cs.AI

Large-Flip Importance Sampling

classification 📊 stat.CO cs.AI
keywords algorithmbiasimportancen-foldsamplersamplingavoidscarefully
0
0 comments X
read the original abstract

We propose a new Monte Carlo algorithm for complex discrete distributions. The algorithm is motivated by the N-Fold Way, which is an ingenious event-driven MCMC sampler that avoids rejection moves at any specific state. The N-Fold Way can however get "trapped" in cycles. We surmount this problem by modifying the sampling process. This correction does introduce bias, but the bias is subsequently corrected with a carefully engineered importance sampler.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.