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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| Published in: | Proceedings / annual Symposium on Foundations of Computer Science pp. 1963 - 1990 |
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| Main Authors: | , , , , |
| Format: | Conference Proceeding |
| Language: | English |
| Published: |
IEEE
06.11.2023
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| Subjects: | |
| ISSN: | 2575-8454 |
| Online Access: | Get full text |
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