�i��� ����c��4 476 Accesses. ScienceDirect ® is a registered trademark of Elsevier B.V. ScienceDirect ® is a registered trademark of Elsevier B.V. Coupling control variates for Markov chain Monte Carlo. Instant access to the full article PDF. David Griffeath 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete volume 31, pages 95 – 106 (1975)Cite this article. We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. �lV d``i``dT�I�Z�����AY@wlj����\�_����“����0ב����2X�0�d�grUH`��n��:���l��[�{�y�5^�\���Q�ȥ��%�����r1�������K�kmV�&+�5��$��h�2�#CY H(�m��;u��1�9#L̝��V:��������x)r�� L����KE��4�KET�2�k�j�. 161 0 obj As shown by the examples considered in this paper, good candidates for approximate stationary … %PDF-1.4 5 0 obj << /Type /XRef /Length 97 /Filter /FlateDecode /DecodeParms << /Columns 5 /Predictor 12 >> /W [ 1 3 1 ] /Index [ 160 292 ] /Info 72 0 R /Root 162 0 R /Size 452 /Prev 397963 /ID [<1016f13ab44511ea1033cfe685f636c6>] >> stream << /Linearized 1 /L 399192 /H [ 2714 469 ] /O 164 /E 110168 /N 27 /T 397962 >> �f�L&L����E7|K�@�� sN��]��,4��[`����]��LM�mA�w��3�ޘ�}f���3 �����ˍ�o�Q*����M��g�QϏ��`b�Srv��3����'�i����d� Talagrand’s convex distance inequality, for a larger class of random processes, was indepen- dently proven in Marton (1998b) and Samson (2000). chain. We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. The latter also proves a weak version of Talagrand’s suprema of empirical processes inequality. Vol. We have shown that Markov couplings, when available, can be used effectively to improve the accuracy of Markov chain Monte Carlo calculations. x��XKs�8��W�`���E ���3�'.G�S[�=@$�L�*����[�)���\D��h���FCt�[�ŧw�o����� 162 0 obj Markov chain setting was further generalized to a class of random processes, for Hamming distance, in Marton (1998a). 164 0 obj We illustrate it using two models of nonequilibrium transport. x�c```b`���������A� x�cbd`�g`b``8 "���F�tD2~� R$D��Hs' ɘ�b[\���@��|&��Q�`sG�Q�0ɶd��0Jf�q���a�:$ N�U << /Names 357 0 R /OpenAction 391 0 R /Outlines 328 0 R /PageMode /UseOutlines /Pages 327 0 R /Type /Catalog >> MARKOV CHAINS AND COUPLING FROM THE PAST DYLAN CORDARO Abstract. %PDF-1.5 %�쏢 76 Citations. 163 0 obj Definition 3 We define a coupling of two copies of a Markov chain on S to be a process ((Xn,Yn))n∈N0 on S ×S, with the property that both (Xn)n∈N0 and (Yn)n∈N0 are Markov chains on S with the same transition probabilities (but possibly different starting distributions). We then brie y study the hardcore and Ising model to gain … stream https://doi.org/10.1016/j.jcp.2009.03.043. A maximal coupling for Markov chains. �Z�u�I��Ld@��¾F_��S���M�N�(^6�e*G��,Ӭ�U-&���2�� -���8��-/ hY9Eq!�i^%\�A�`� �"�CLm�v"/Х�����9�����P�) ?|��k� ��������� {br���3���N�� � ����E�mjڽ%�j��K�W^/���ݻ��$��00N�� �[�U y�� US$ 39.95. endobj endstream << /Annots [ 392 0 R 393 0 R 394 0 R 395 0 R 396 0 R 397 0 R 398 0 R 399 0 R 400 0 R 401 0 R 402 0 R 403 0 R 404 0 R 405 0 R 406 0 R ] /Contents 165 0 R /MediaBox [ 0 0 612 792 ] /Parent 287 0 R /Resources 407 0 R /Type /Page >> endobj endobj Metrics details. *��\В\طY�+�A�9�aA"0�Hُ����^W_e�`%6�1�\��Bn�a�f�� ��T�!��Jr��x�Ǥx)k)Q(|��],0}��@�)B=V�ɝSʂUr���PU��k����#����L��Q ��I?Vd9����&ㆄ�c�b���$c�T|(�,��D�+�2��i��=�:@ܜ>'&�,b�>1������&�9��/4��ț�Aa���\�rB���NqmxI�֩�r�����U���p�楱��q���b

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