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

Metropolis-Hastings algorithmMarkov chainscoupling constructionsperfect sampling methodologyperfect simulation techniquesRead-Once CFTP algorithm

Mathematics Subject Classification ID

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

Recommendations

• Notes on perfect simulation
• Perfect simulation
• Perfect posterior simulation for mixture and hidden Markov models
• scientific article; zbMATH DE number 5017183
• Perfect simulation and backward coupling^∗

Cited in

(24)

• Perfect Simulation for Image Restoration
• Perfect posterior simulation for mixture and hidden Markov models
• scientific article; zbMATH DE number 1560256 (Why is no real title available?)
• Perfect Forward Simulation via Simulated Tempering
• Geometric ergodicity and perfect simulation
• Notes on perfect simulation
• Perfect sampling for doeblin chains
• Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
• Perfect simulation for mixtures with known and unknown number of components
• A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
• Perfect Samplers for Mixtures of Distributions
• scientific article; zbMATH DE number 1560253 (Why is no real title available?)
• Monotonic multigamma coupling for perfect sampling
• Perfect sampling from independent Metropolis-Hastings chains
• Small sets and Markov transition densities.
• Extensions of Fill's Algorithm for Perfect Simulation
• Perfect simulation for models of industry dynamics
• How to couple from the past using a read-once source of randomness
• Perfect simulation
• One-shot CFTP; application to a class of truncated Gaussian densities
• Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
• Perfect sampling for Bayesian variable selection in a linear regression model
• Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
• On the exact simulation of functionals of stationary Markov chains

This page was built for publication: Catalytic perfect simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1610835)