Dr. Joseph Stover (UCSB Bren School)

Title: Exact Sampling for Interacting Particle Systems

Abstract: Exact sampling techniques allow one to retrieve a sample from the stationary distribution of an ergodic stochastic process. A foundational technique is "coupling from the past"(CFTP) discovered by Propp and Willson in 1996. For monotone processes, CFTP only requires the two extremal states due to a partial ordering on the state space. If a process is not monotone, then the difficulty presented is that the entire state space must be accounted for. A brief review of the mathematical background is presented and a graphical method for storing the state space of a nearest neighbor interacting particle system is proposed.