Probabilistic divide-and-conquer: deterministic second half
Abstract
We present a probabilistic divide-and-conquer (PDC) method for \emph{exact} sampling of conditional distributions of the form , where is a random variable on , a complete, separable metric space, and event with is assumed to have sufficient regularity such that the conditional distribution exists and is unique up to almost sure equivalence. The PDC approach is to define a decomposition of via sets and such that , and sample from each separately. The deterministic second half approach is to select the sets and such that for each element , there is only one element for which . We show how this simple approach provides non-trivial improvements to several conventional random sampling algorithms in combinatorics, and we demonstrate its versatility with applications to sampling from sufficiently regular conditional distributions.
Cite
@article{arxiv.1411.6698,
title = {Probabilistic divide-and-conquer: deterministic second half},
author = {Stephen DeSalvo},
journal= {arXiv preprint arXiv:1411.6698},
year = {2016}
}
Comments
28 pages