Research output: Contribution to Journal/Magazine › Journal article
Research output: Contribution to Journal/Magazine › Journal article
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TY - JOUR
T1 - Perfect Sampling Methods For Random Forests.
AU - Dai, Hongsheng
PY - 2008
Y1 - 2008
N2 - A weighted graph G is a pair (V, E) containing vertex set V and edge set E, where each edge e ∈ E is associated with a weight We. A subgraph of G is a forest if it has no cycles. All forests on the graph G form a probability space, where the probability of each forest is proportional to the product of the weights of its edges. This paper aims to simulate forests exactly from the target distribution. Methods based on coupling from the past (CFTP) and rejection sampling are presented. Comparisons of these methods are given theoretically and via simulation.
AB - A weighted graph G is a pair (V, E) containing vertex set V and edge set E, where each edge e ∈ E is associated with a weight We. A subgraph of G is a forest if it has no cycles. All forests on the graph G form a probability space, where the probability of each forest is proportional to the product of the weights of its edges. This paper aims to simulate forests exactly from the target distribution. Methods based on coupling from the past (CFTP) and rejection sampling are presented. Comparisons of these methods are given theoretically and via simulation.
KW - Coupling from the past
KW - MCMC
KW - perfect sampling
KW - rejection sampling
KW - trees and forests.
U2 - 10.1239/aap/1222868191
DO - 10.1239/aap/1222868191
M3 - Journal article
VL - 40
SP - 897
EP - 917
JO - Advances in Applied Probability
JF - Advances in Applied Probability
SN - 1475-6064
IS - 3
ER -