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Time-to-Coalescence for interacting particle systems : parallel versus sequential updating
- 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.
Author details: | Pierre-Yves Louis, Jean-Baptiste Rouquier |
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URN: | urn:nbn:de:kobv:517-opus-49454 |
Publication series (Volume number): | Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2009, 03) |
Publication type: | Preprint |
Language: | English |
Publication year: | 2009 |
Publishing institution: | Universität Potsdam |
Release date: | 2011/03/31 |
RVK - Regensburg classification: | SI 990 |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
License (German): | Keine öffentliche Lizenz: Unter Urheberrechtsschutz |