A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2005; you can also visit the original URL.
The file type is
Polynomial Time Perfect Sampler for Discretized Dirichlet Distribution
The Grammar of Technology Development
In this paper, we propose a perfect (exact) sampling algorithm according to a discretized Dirichlet distribution. Our algorithm is a monotone coupling from the past algorithm, which is a Las Vegas type randomized algorithm. We propose a new Markov chain whose limit distribution is a discretized Dirichlet distribution. Our algorithm simulates transitions of the chain O(n 3 ln ∆) times where n is the dimension (the number of parameters) and 1/∆ is the grid size for discretization. Thus thedoi:10.1007/978-4-431-75232-5_13 fatcat:h7mvhkjpxjf37bzeqoropr6t4i