English

Fundamentals of Partial Rejection Sampling

Data Structures and Algorithms 2024-09-18 v2 Discrete Mathematics Probability

Abstract

Partial Rejection Sampling is an algorithmic approach to obtaining a perfect sample from a specified distribution. The objects to be sampled are assumed to be represented by a number of random variables. In contrast to classical rejection sampling, in which all variables are resampled until a feasible solution is found, partial rejection sampling aims at greater efficiency by resampling only a subset of variables that `go wrong'. Partial rejection sampling is closely related to Moser and Tardos' algorithmic version of the Lov\'asz Local Lemma, but with the additional requirement that a specified output distribution should be met. This article provides a largely self-contained account of the basic form of the algorithm and its analysis.

Keywords

Cite

@article{arxiv.2106.07744,
  title  = {Fundamentals of Partial Rejection Sampling},
  author = {Mark Jerrum},
  journal= {arXiv preprint arXiv:2106.07744},
  year   = {2024}
}

Comments

Some expansion/clarification, especially in Section 4, two extra figures

R2 v1 2026-06-24T03:11:50.619Z