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Exact sampling from anti‐monotone systems

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  • O. Häggström
  • K. Nelander

Abstract

A new approach to Markov chain Monte Carlo simulation was recently proposed by Propp and Wilson. This approach, unlike traditional ones, yields samples which have exactly the desired distribution. The Propp–Wilson algorithm requires this distribution to have a certain structure called monotonicity. In this paper an idea of Kendall is applied to show how the algorithm can be extended to the case where monotonicity is replaced by anti‐monotonicity. As illustrating examples, simulations of the hard‐core model and the random‐cluster model are presented.

Suggested Citation

  • O. Häggström & K. Nelander, 1998. "Exact sampling from anti‐monotone systems," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(3), pages 360-380, November.
    • Handle: RePEc:bla:stanee:v:52:y:1998:i:3:p:360-380
    DOI: 10.1111/1467-9574.00090
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