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Revision as of 22:36, 5 March 2024

scientific article; zbMATH DE number 5045085
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English
Perfect Forward Simulation via Simulated Tempering
scientific article; zbMATH DE number 5045085

    Statements

    Perfect Forward Simulation via Simulated Tempering (English)
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    10 August 2006
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    autoregressive time series
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    band-return data
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    coupling from the past
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    regeneration
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    reversible jumping MCMC
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    small sets
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    Markov chain Monte Carlo (MCMC) scheme
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