Backward coalescence times for perfect simulation of chains with infinite memory
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Publication:2897145
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Cites work
- scientific article; zbMATH DE number 2051870 (Why is no real title available?)
- Chains with complete connections: general theory, uniqueness, loss of memory and mixing properties
- Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
- Exact Sampling from a Continuous State Space
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Exact simulation for discrete time spin systems and unilateral fields
- Perfect simulation and backward coupling∗
- Perfect simulation for interacting point processes, loss networks and Ising models.
- Probability with Martingales
- Processes with long memory: Regenerative construction and perfect simulation
- Propp-Wilson algorithms and finitary codings for high noise Markov random fields
- Stochastic simulation: Algorithms and analysis
Cited in
(10)- Variable length memory chains: characterization of stationary probability measures
- Perfect simulation of autoregressive models with infinite memory
- One-dimensional infinite memory imitation models with noise
- Attractive regular stochastic chains: perfect simulation and phase transition
- Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
- Perfect simulation for locally continuous chains of infinite order
- Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature
- Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
- Non-regular g-measures and variable length memory chains
- Perfect simulation of processes with long memory: a ``coupling into and from the past algorithm
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