Exact Sampling from a Continuous State Space
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)
Recommendations
- scientific article; zbMATH DE number 1560253
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Cited in
(62)- Perfect simulation for marked point processes
- Interruptible exact sampling in the passive case
- Perfect simulation from population genetic models with selection.
- Perfect sampling from independent Metropolis-Hastings chains
- Small sets and Markov transition densities.
- Global sampling for sequential filtering over discrete state space
- Perfect simulation and inference for point processes given noisy observations
- Perfect sampling of ergodic Harris chains
- 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
- Exact sampling for intractable probability distributions via a Bernoulli factory
- Non-coupling from the past
- Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates
- Exact convergence analysis of the independent Metropolis-Hastings algorithms
- Regeneration-enriched Markov processes with application to Monte Carlo
- Perfect simulation for models of industry dynamics
- Doeblin trees
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- One-shot CFTP; application to a class of truncated Gaussian densities
- Approximation of sojourn-times via maximal couplings: motif frequency distributions
- SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
- Backward coalescence times for perfect simulation of chains with infinite memory
- Perfect simulation of an inventory model for perishable products
- Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
- On the simulation of Markov chain steady-state distribution using CFTP algorithm
- Complexity Questions in Non-Uniform Random Variate Generation
- Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
- PERFECT STOCHASTIC SUMMATION IN HIGH ORDER FEYNMAN GRAPH EXPANSIONS
- Introduction to coupling-from-the-past using R
- Coupled Samples in Simulation
- Appendix to ``Approximating perpetuities
- scientific article; zbMATH DE number 1195782 (Why is no real title available?)
- Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes
- scientific article; zbMATH DE number 703005 (Why is no real title available?)
- scientific article; zbMATH DE number 1545677 (Why is no real title available?)
- scientific article; zbMATH DE number 1560251 (Why is no real title available?)
- scientific article; zbMATH DE number 1560253 (Why is no real title available?)
- The double CFTP method
- scientific article; zbMATH DE number 2163509 (Why is no real title available?)
- A New Method for Coupling Random Fields
- A Guide to Exact Simulation
- Monotonic multigamma coupling for perfect sampling
- How to couple from the past using a read-once source of randomness
- Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times
- On Exact Simulation of Markov Random Fields Using Coupling from the Past
- Perfect simulation of processes with long memory: a ``coupling into and from the past algorithm
- Perfect simulation of steady-state Markov chain on mixed state space
- Exact simulation of the extrema of stable processes
- Perfect Simulation for Image Restoration
- Perfectly random sampling of truncated multinormal distributions
- Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density
- Perfect Forward Simulation via Simulated Tempering
- Computation of the steady-state probability of Markov chain evolving on a mixed state space
- Exact distributed sampling
- Coupling from the past with randomized quasi-Monte Carlo
- On the sub-additivity of stochastic matching
- Perfect sampling of stochastic matching models with reneging
- Glauber dynamics and coupling-from-the-past for Gaussian fields
- Simulating the Dickman distribution
- Exact simulation for discrete time spin systems and unilateral fields
- Perfect simulation of stationary equilibria
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