A Guide to Exact Simulation

DOI10.1111/J.1751-5823.2001.TB00478.XMaRDI QIDQ4831988zbMATH OpenOpenAlexFDO

Authors Xeni K. Dimakos

Publication date 3 January 2005

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2001.tb00478.x

Mathematics Subject Classification ID

Applications of statistics (62P99) Foundational topics in statistics (62A99)

Cites work

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• A dynamical phase transition in a caricature of a spin glass
• An interruptible algorithm for perfect sampling via Markov chains
• Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
• Exact Sampling from a Continuous State Space
• Exact sampling from anti‐monotone systems
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Extensions of Fill's Algorithm for Perfect Simulation
• How to Get a Perfectly Random Sample from a Generic Markov Chain and Generate a Random Spanning Tree of a Directed Graph
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov chains and stochastic stability
• On Exact Simulation of Markov Random Fields Using Coupling from the Past
• Perfect Simulation of Conditionally Specified Models
• Perfect sampling from independent Metropolis-Hastings chains
• Perfect simulation of some point processes for the impatient user
• Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
• Stationarity detection in the initial transient problem
• Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths

Cited in

(3)

• Polynomial time approximate or perfect samplers for discretized Dirichlet distribution
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Finitary codings for spatial mixing Markov random fields

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