Fundamentals of Partial Rejection Sampling
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.
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