multivariate discrete distribution
Recently Published Documents


TOTAL DOCUMENTS

1
(FIVE YEARS 0)

H-INDEX

0
(FIVE YEARS 0)

2005 ◽  
Vol DMTCS Proceedings vol. AD,... (Proceedings) ◽  
Author(s):  
Shuji Kijima ◽  
Tomomi Matsui

International audience In this paper, we are concerned with random sampling of an n dimensional integral point on an $(n-1)$ dimensional simplex according to a multivariate discrete distribution. We employ sampling via Markov chain and propose two "hit-and-run'' chains, one is for approximate sampling and the other is for perfect sampling. We introduce an idea of <i>alternating inequalities </i> and show that a <i>logarithmic separable concave</i> function satisfies the alternating inequalities. If a probability function satisfies alternating inequalities, then our chain for approximate sampling mixes in $\textit{O}(n^2 \textit{ln}(Kɛ^{-1}))$, namely $(1/2)n(n-1) \textit{ln}(K ɛ^{-1})$, where $K$ is the side length of the simplex and $ɛ (0<ɛ<1)$ is an error rate. On the same condition, we design another chain and a perfect sampler based on monotone CFTP (Coupling from the Past). We discuss a condition that the expected number of total transitions of the chain in the perfect sampler is bounded by $\textit{O}(n^3 \textit{ln}(Kn))$.


Sign in / Sign up

Export Citation Format

Share Document