Random sampling of lattice paths with constraints, via transportation

Lucas Gerin 1
1 MODAL'X - Modélisation aléatoire de Paris X
Abstract : We build and analyze in this paper Markov chains for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. These chains are easy to implement, and sample an "almost" uniform path of length $n$ in $n^{3+\epsilon}$ steps. This bound makes use of a certain $\textit{contraction property}$ of the Markov chain, and is proved with an approach inspired by optimal transport.
Keywords : lattice paths random sampling MCMC discrete Ricci curvature
Type de document :
Communication dans un congrès
Drmota, Michael and Gittenberger, Bernhard. 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10), 2010, Vienna, Austria. Discrete Mathematics and Theoretical Computer Science, DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10), pp.317-328, 2010, DMTCS Proceedings
Liste complète des métadonnées

Littérature citée [14 références]  Voir  Masquer  Télécharger
https://hal.inria.fr/hal-00439479
Contributeur : Coordination Episciences Iam <>
Soumis le : jeudi 20 août 2015 - 16:32:59
Dernière modification le : mercredi 4 juillet 2018 - 23:14:02
Document(s) archivé(s) le : mercredi 26 avril 2017 - 09:48:42

Fichier

dmAM0122.pdf
Fichiers éditeurs autorisés sur une archive ouverte

Identifiants

  • HAL Id : hal-00439479, version 4

Collections

INSMI | TDS-MACS | MODALX

Citation

Lucas Gerin. Random sampling of lattice paths with constraints, via transportation. Drmota, Michael and Gittenberger, Bernhard. 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10), 2010, Vienna, Austria. Discrete Mathematics and Theoretical Computer Science, DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10), pp.317-328, 2010, DMTCS Proceedings. 〈hal-00439479v4〉

Exporter

BibTeX TEI DC DCterms EndNote

Partager

Métriques

Consultations de la notice

103

Téléchargements de fichiers

202

Contact


archive-ouverte@inria.fr