Perfect Simulation of Conditionally Specified Models

DOI10.1111/1467-9868.00175MaRDI QIDQ4238701zbMATH OpenOpenAlexFDO

Authors 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

Markov chainMetropolis-Hastings algorithmspatial statisticsGibbs samplingMonte Carlo methodsexact simulationcoupling from the pastlocally specified exponential family distributions

Mathematics Subject Classification ID

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

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