New algorithm of exact sampling with directional threshold

Although it is known that exact sampling algorithm is easy to construct and less sensitive to noise,the samples distribution 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 introduced.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.