Towards derandomising Markov chain Monte Carlo

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method called coupling towards the past that can, in logarithmic time...

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Bibliographic Details
Published in:Proceedings / annual Symposium on Foundations of Computer Science pp. 1963 - 1990
Main Authors: Feng, Weiming, Guo, Heng, Wang, Chunyang, Wang, Jiaheng, Yin, Yitong
Format: Conference Proceeding
Language:English
Published: IEEE 06.11.2023
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ISSN:2575-8454
Online Access:Get full text
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