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Coupling from the past (CFTP) methods have been used to generate perfect samples from finite Gibbs hard-sphere models, an important class of spatial point processes, which is a set of spheres with the centers on a bounded region that are distributed as a homogeneous Poisson point process (PPP) conditioned that spheres do not overlap with each other. We propose an alternative importance sampling based rejection methodology for the perfect sampling of these models. We analyze the asymptotic expected running time complexity of the proposed method when the intensity of the reference PPP increases to infinity while the (expected) sphere radius decreases to zero at varying rates. We further compare the performance of the proposed method analytically and numerically with a naive rejection algorithm and popular dominated CFTP algorithms. Our analysis relies upon identifying large deviations decay rates of the non-overlapping probability of spheres whose centers are distributed as a homogeneous PPP.
This paper makes three contributions to estimating the number of perfect matching in bipartite graphs. First, we prove that the popular sequential importance sampling algorithm works in polynomial time for dense bipartite graphs. More carefully, our
We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside the Gibbs
We construct asymptotic arguments for the relative efficiency of rejection-free Monte Carlo (MC) methods compared to the standard MC method. We find that the efficiency is proportional to $exp{({const} beta)}$ in the Ising, $sqrt{beta}$ in the classi
Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The standard ap
We consider the distributional fixed-point equation: $$R stackrel{mathcal{D}}{=} Q vee left( bigvee_{i=1}^N C_i R_i right),$$ where the ${R_i}$ are i.i.d.~copies of $R$, independent of the vector $(Q, N, {C_i})$, where $N in mathbb{N}$, $Q, {C_i} geq