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Perfect simulation of Markov Random Fields on graphs

Grant number: 15/12595-4
Support type:Scholarships abroad - Research Internship - Doctorate
Effective date (Start): September 01, 2015
Effective date (End): August 31, 2016
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics
Principal Investigator:Florencia Graciela Leonardi
Grantee:Andressa Cerqueira
Supervisor abroad: Aurelien Garivier
Home Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Local de pesquisa : Université Paul Sabatier - Toulouse III, France  
Associated to the scholarship:14/23526-0 - Perfect simulation of probabilistic networks, BP.DR

Abstract

The main goal of this research project is the development of perfect simulation algorithms for Markov random fields defined on graphs, taking values on a finite alphabet. In order to achieve these goals, we will adapt some techniques from the literature and we will study the theoretical properties of the algorithms proposed. In particular we will focus our attention on the Coupling form the past method, the technique of mixture of variable range distributions and the identification of regenerative times.