Acceleration of Perfect Sampling by Skipping Events

Pin, Furcy and Busic, Ana and Gaujal, Bruno (2012) Acceleration of Perfect Sampling by Skipping Events. In: 5th International ICST Conference on Performance Evaluation Methodologies and Tools.

[thumbnail of 16111.pdf] PDF
16111.pdf

Download (412kB)

Abstract

This paper presents a new method to speed up perfect sampling of Markov chains by skipping passive events during the simulation. We show that this can be done without altering the distribution of the samples. This technique is particularly efficient for the simulation of Markov chains with different

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 09:41
Last Modified: 18 Apr 2026 01:03
URI: http://eprints.eai.eu/id/eprint/7734

Actions (login required)

View Item
View Item