Shift and scale coupling methods for perfect simulation

DOI10.1017/S0269964803173019zbMATH Open1336.60143OpenAlexW2169479245MaRDI QIDQ2808342FDOQ2808342

Jem N. Corcoran, U. Schneider

Publication date: 23 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964803173019

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited In (8)

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• Efficient Simulation via Coupling
• A skewed Kalman filter
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• Perfect sampling for Bayesian variable selection in a linear regression model
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• A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications
• Perfect simulation and backward coupling^∗

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