Abstract:

Although it is known that exact sampling algorithm is
easy to construct and less sensitive to noise,the samples distri-
bution of the algorithm deviates from the target states distribution
due to the local dependent coupling problem.A new algorithm,
named exact sampling with directional threshold(ES-DT)is intro-
duced.The main advantage of the new algorithm,in comparison
with the traditional exact sampling algorithm,is that it can control
the sampling with a rejection strategy in Markov chain during the
path growth,and closely approach the ideal distribution based on
maintaining the target density.Simulation experiments show the
effectiveness of the proposed algorithm.