| Paper Abstract and Keywords |
| Presentation |
2004-10-14 16:15
Shuji Kijima, Tomomi Matsui (Univ. Tokyo) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
In this paper, we propose a perfect (exact) sampler for closed Jackson Networks. Our algorithm is a sampling with Markov chain, and realize the sampling from the target distribution exactly based on monotone Coupling from the Past (monotone CFTP). We propose a new Markov chain whose unique distribution is the product form solution for a closed Jackson Network, and show the chain is monotone and rapidly mixing. The expected running time of our algorithm is $\Order(L^3 \ln (KL))$ where $L$ is the number of nodes in the network and $K$ is the number of customers. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
Markov chain / Perfect sampling / Coupling from the past / Closed Jackson network / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 104, no. 338, COMP2004-42, pp. 55-59, Oct. 2004. |
| Paper # |
COMP2004-42 |
| Date of Issue |
2004-10-07 (COMP) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
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| Conference Information |
| Committee |
COMP |
| Conference Date |
2004-10-14 - 2004-10-15 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
Tohoku University |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
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| Paper Information |
| Registration To |
COMP |
| Conference Code |
2004-10-COMP |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
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(See Japanese page) |
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| Sub Title (in English) |
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| Keyword(1) |
Markov chain |
| Keyword(2) |
Perfect sampling |
| Keyword(3) |
Coupling from the past |
| Keyword(4) |
Closed Jackson network |
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| 1st Author's Name |
Shuji Kijima |
| 1st Author's Affiliation |
The University of Tokyo (Univ. Tokyo) |
| 2nd Author's Name |
Tomomi Matsui |
| 2nd Author's Affiliation |
The University of Tokyo (Univ. Tokyo) |
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| Speaker |
Author-1 |
| Date Time |
2004-10-14 16:15:00 |
| Presentation Time |
30 minutes |
| Registration for |
COMP |
| Paper # |
COMP2004-42 |
| Volume (vol) |
vol.104 |
| Number (no) |
no.338 |
| Page |
pp.55-59 |
| #Pages |
5 |
| Date of Issue |
2004-10-07 (COMP) |