Perfect Simulation of Conditionally Specified Models

DOI10.1111/1467-9868.00175zbMath0937.60035MaRDI QIDQ4238701

Jesper Møller

Publication date: 28 May 2000

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00175

zbMATH Keywords

spatial statistics; Monte Carlo methods; Markov chain; Metropolis-Hastings algorithm; Gibbs sampling; coupling from the past; exact simulation; locally specified exponential family distributions

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

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