Perfect Sampling

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Definition

Perfect sampling (exact sampling) is a class of Markov chain Monte Carlo methods that produce draws distributed exactly according to the target (stationary) distribution, rather than only approximately as the chain length grows. The canonical construction is coupling from the past (Propp-Wilson 1996): rather than running a chain forward and hoping it has converged, one runs chains from the infinite past forward to time zero and reports a value only once all starting states have coalesced, guaranteeing the output is a draw from the stationary law (Casella-Mengersen-Robert-Titterington 2002).

Key Ideas

How It Works

  1. Choose an MCMC transition that leaves the target invariant, and a coupling (common random numbers) so different starting states can be run in lockstep.
  2. If available, exploit a monotone ordering so only extreme (max/min) chains must be tracked.
  3. Start at time T-T from all (or the extreme) states; run forward to time 0. If the chains have coalesced, output the common state; otherwise restart from 2T-2T (reusing the same randomness) and repeat.
  4. For latent-variable models, marginalize the latents first to reduce the state space; use a slice or single-backward-chain construction as the coupled transition.

Why It Matters

Open Questions

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