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Abstract

The greatest drawback of Monte Carlo Markov chain methods is lack of knowledge of the mixing time of the chain. The use of bounding chains solves this difficulty for some chains by giving theoretical and experimental upper bounds on the mixing time. Moreover, when used with methodologies such as coupling from the past, bounding chains allow the user to take samples drawn exactly from the stationary distribution without knowledge of the mixing time. Here we present a bounding chain for the Swendsen-Wang process. The Swendsen-Wang bounding chain allow us to efficiently obtain exact samples from the ferromagnetic Q-state Potts model for certain classes of graphs. Also, by analyzing this bounding chain, we will show that Swendsen-Wang is rapidly mixing over a slightly larger range of parameters than was known previously. © 2002 Wiley Periodicals, Inc. Random Struct. Alg., 22: 43–59, 2002