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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.

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Metadaten
Author details:Pierre-Yves Louis, Jean-Baptiste Rouquier
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):License LogoKeine öffentliche Lizenz: Unter Urheberrechtsschutz
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