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Random sampling of lattice paths with constraints, via transportation
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.
Cited literature [14 references]
https://hal.inria.fr/hal-00439479
Contributor : Coordination Episciences Iam <>
Submitted on : Thursday, August 20, 2015 - 4:32:59 PM
Last modification on : Tuesday, March 2, 2021 - 10:08:24 AM
Long-term archiving on: : Wednesday, April 26, 2017 - 9:48:42 AM
Contributor : Coordination Episciences Iam <>
Submitted on : Thursday, August 20, 2015 - 4:32:59 PM
Last modification on : Tuesday, March 2, 2021 - 10:08:24 AM
Long-term archiving on: : Wednesday, April 26, 2017 - 9:48:42 AM
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