A new method for coupling random fields
L. A. Breyer and G. O. Roberts
Abstract: Given a Markov chain, a stochastic flow that simultaneously constructs sample
paths started at each possible initial value can be constructed as a
composition of random fields. Here, a method is described for coupling
flows by modifying an arbitrary field (consistent with the Markov chain
of interest) by an independence Metropolis–Hastings iteration. The
resulting stochastic flow is shown to have many desirable coalescence properties,
regardless of the form of the original flow.
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