Partially Recursive Acceptance Rejection (PRAR) and bounding chains used in conjunction with coupling from the past (CFTP) are two perfect simulation protocols which can be used to sample from a variety of unnormalized target distributions. This paper first examines and then implements these two protocols to sample from the hardcore gas process. We empirically determine the subset of the hardcore process's parameters for which these two algorithms run in polynomial time. Comparing the efficiency of these two algorithms, we find that PRAR runs much faster for small values of the hardcore process's parameter whereas the bounding chain approach is vastly superior for large values of the process's parameter.
Identifer | oai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:cmc_theses-1574 |
Date | 01 January 2013 |
Creators | Dodds, William C |
Publisher | Scholarship @ Claremont |
Source Sets | Claremont Colleges |
Detected Language | English |
Type | text |
Format | application/pdf |
Source | CMC Senior Theses |
Rights | © 2013 William Christopher Dodds |
Page generated in 0.0119 seconds