Exact sampling with coupled Markov chains and applications to statistical mechanics.
James Gary ProppDavid Bruce WilsonPublished in: Random Struct. Algorithms (1996)
Keyphrases
- markov chain
- statistical mechanics
- monte carlo
- markov chain monte carlo
- information theory
- steady state
- transition probabilities
- finite state
- markov process
- stationary distribution
- state space
- markov processes
- markov model
- random walk
- transition matrix
- stochastic process
- sample size
- random numbers
- reinforcement learning
- probabilistic automata
- information theoretic
- mutual information
- prior knowledge
- pairwise