One-shot CFTP; application to a class of truncated Gaussian densities

DOI10.1007/S11009-005-5001-2zbMATH Open1103.65013OpenAlexW2033973842MaRDI QIDQ2433243FDOQ2433243

Authors: Alexandros Beskos, Gareth O. Roberts 

Publication date: 27 October 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/10050410/

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zbMATH Keywords

algorithmsnumerical experimentsrandomnesscomputation timeone-shot couplingtruncated Gaussian density

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Title not available (Why is that?)
• Sampling-Based Approaches to Calculating Marginal Densities
• Conditional specification of statistical models.
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Bivariate Distributions With Exponential Conditionals
• Title not available (Why is that?)
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• Title not available (Why is that?)
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Exact Sampling from a Continuous State Space
• The Method of Simulated Scores for the Estimation of LDV Models
• How to couple from the past using a read-once source of randomness
• One-shot coupling for certain stochastic recursive sequences.
• Perfect Simulation of Conditionally Specified Models
• Catalytic perfect simulation

Cited In (3)

• \(\varepsilon\)-strong simulation of the Brownian path
• Convergence analysis of some multivariate Markov chains using stochastic monotonicity
• Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances

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