Catalytic perfect simulation

DOI10.1023/A:1012205210377MaRDI QIDQ1610835zbMATH OpenOpenAlexFDO

Authors Laird Breyer, Gareth O. Roberts

Publication date 20 August 2002

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1012205210377

zbMATH Keywords

coupling constructionsMarkov chainsMetropolis-Hastings algorithmperfect sampling methodologyperfect simulation techniquesRead-Once CFTP algorithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(24)

• On the exact simulation of functionals of stationary Markov chains
• Perfect sampling from independent Metropolis-Hastings chains
• Small sets and Markov transition densities.
• Geometric ergodicity and perfect simulation
• A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
• Perfect sampling for Bayesian variable selection in a linear regression model
• Perfect simulation for models of industry dynamics
• One-shot CFTP; application to a class of truncated Gaussian densities
• Perfect simulation for mixtures with known and unknown number of components
• Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
• Perfect simulation
• Perfect posterior simulation for mixture and hidden Markov models
• Notes on perfect simulation
• Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
• Perfect sampling for doeblin chains
• scientific article; zbMATH DE number 1560253 (Why is no real title available?)
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• Perfect Samplers for Mixtures of Distributions
• Monotonic multigamma coupling for perfect sampling
• Extensions of Fill's Algorithm for Perfect Simulation
• How to couple from the past using a read-once source of randomness
• Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
• Perfect Simulation for Image Restoration
• Perfect Forward Simulation via Simulated Tempering

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