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Introduction to Coupling-from-the-Past using R

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Part of the Lecture Notes in Mathematics book series (LNM,volume 2120)

Abstract

The purpose of this chapter is to exemplify construction of selected coupling-from-the-past algorithms, using simple examples and discussing code which can be run in the statistical scripting language R. The simple examples are: symmetric random walk with two reflecting boundaries, a very basic continuous state-space Markov chain, the Ising model with external field, and random walk with negative drift and a reflecting boundary at the origin. In parallel with this, a discussion is given of the relationship between coupling-from-the-past algorithms on the one hand, and uniform and geometric ergodicity on the other.

Keywords

  • Markov Chain
  • Random Walk
  • Ising Model
  • Equilibrium Distribution
  • Probability Mass Function

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Correspondence to Wilfrid S. Kendall .

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© 2015 Springer International Publishing Switzerland

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Kendall, W.S. (2015). Introduction to Coupling-from-the-Past using R . In: Schmidt, V. (eds) Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics, vol 2120. Springer, Cham. https://doi.org/10.1007/978-3-319-10064-7_13

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