Propp-Wilson MCMC

[amir]

hi, does anybody know how the Propp-Wilson algorithm works?
I have a markov chain and want to simulate from its stationary distribution using PW method. But I'm not sure if I'm using the algorithm correctly.
thanks

 

[Tsotne]

@amir

I don't know PW algorithm but this might be useful readings:

http://www.stat.uchicago.edu/~lalley/Courses/312/ProppWilson.pdf
http://www.cs.tau.ac.il/~amnon/Classes/2010-Seminar-Random-Walk/Presentations/Propp-Wilson.pdf

BTW, what specifically don't you understand in the method? I got interested and I am going to read it also. So let's solve the particular problem together if you state it here.

 

[amir]

hi, I solved the problem. I found a very useful book (enclosed) and got how the method works
thanks anyway