Perfect simulation
permutationsMarkov chain Monte CarloIsing modelstochastic differential equationscoalescenceMarkov random fieldsstationary distributionacceptance-rejection methodperfect simulationcombinatorial objectscoupling-from-the-pastspatial point processes, Bayesian posteriors
Computational methods in Markov chains (60J22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Algorithms in computer science (68Wxx) General theory of simulation (00A72)
- Perfect simulation and backward coupling∗
- The conditional Boolean model revisited
- Non-coupling from the past
- Scalable Bayesian inference for the inverse temperature of a hidden Potts model
- Notes on perfect simulation
- Perfect Sampling in Infinite Spin Systems Via Strong Spatial Mixing
- One-shot CFTP; application to a class of truncated Gaussian densities
- Perfect simulation for a stationary silo with absorbing walls
- Probabilistic divide-and-conquer: deterministic second half
- Catalytic perfect simulation
- Markov chains, iterated system of functions and coupling time for perfect simulation
- Stationary frequencies and mixing times for neutral drift processes with spatial structure
- On the exact simulation of functionals of stationary Markov chains
- Perfect sampling of stochastic matching models with reneging
- Perfect simulation for a class of positive recurrent Markov chains
- Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models
- Omnithermal perfect simulation for multi-server queues
- Analyzing Markov chain Monte Carlo output
- Perfect simulation of the hard disks model by partial rejection sampling
- Perfect simulation of the hard disks model by partial rejection sampling
- Quasipolynomial-time algorithms for Gibbs point processes
- Dynamic Sampling from Graphical Models
- Strong spatial mixing for repulsive point processes
- Exact simulation of the extrema of stable processes
- Exact sampling algorithms for Latin squares and Sudoku matrices via probabilistic divide-and-conquer
- Perfect sampling for Bayesian variable selection in a linear regression model
- Debiasing piecewise deterministic Markov process samplers using couplings
- Extensions of Fill's Algorithm for Perfect Simulation
- Perfect simulation of spatial processes.
- The double CFTP method
- Perfect stochastic EM
- Perfect simulation for models of industry dynamics
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