TY  - INPR
A1  - Louis, Pierre-Yves
A1  - Rouquier, Jean-Baptiste
T1  - Time-to-Coalescence for interacting particle systems : parallel versus sequential updating
N2  - Studying the influence of the updating scheme for MCMC algorithm on spatially extended models is a well known problem. For discrete-time interacting particle systems we study through simulations the effectiveness of a synchronous updating scheme versus the usual sequential one. We compare the speed of convergence of the associated Markov chains from the point of view of the time-to-coalescence arising in the coupling-from-the-past algorithm. Unlike the intuition, the synchronous updating scheme is not always the best one. The distribution of the time-to-coalescence for these spatially extended models is studied too.
T3  - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2009, 03 
Y1  - 2009
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49454
ER  -