Perfect simulation with exponential tails on the running time

DOI10.1002/RSA.20212MaRDI QIDQ3522828zbMATH OpenOpenAlexFDO

Authors Mark Huber

Publication date 4 September 2008

Published in Random Structures \& Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rsa.20212

zbMATH Keywords

coupling from the pastMonte Carlononinterruptible algorithmsperfect simulation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Cited in

(4)

• An interruptible algorithm for perfect sampling via Markov chains
• Perfect simulation for locally continuous chains of infinite order
• One-shot CFTP; application to a class of truncated Gaussian densities
• Monotonic multigamma coupling for perfect sampling

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