On the simulation of Markov chain steady-state distribution using CFTP algorithm
DOI10.1515/MCMA.2009.005zbMATH Open1171.65309MaRDI QIDQ3182209FDOQ3182209
Authors: H. Fakhouri, Abdelaziz Nasroallah 
Publication date: 7 October 2009
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
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Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Graph theory (including graph drawing) in computer science (68R10) Nonparametric inference (62G99) Combinatorial probability (60C05) Cellular automata (computational aspects) (68Q80)
Cites Work
- Markov chains for exploring posterior distributions. (With discussion)
- Perfect slice samplers
- Sampling-Based Approaches to Calculating Marginal Densities
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Computable bounds for geometric convergence rates of Markov chains
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Importance Sampling for Stochastic Simulations
- Perfect Samplers for Mixtures of Distributions
- An interruptible algorithm for perfect sampling via Markov chains
- Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
- Exact Sampling from a Continuous State Space
- Title not available (Why is that?)
- Perfect simulation and backward coupling∗
- On the Choice of Alternative Measures in Importance Sampling with Markov Chains
- How to couple from the past using a read-once source of randomness
- Potentially unlimited variance reduction in importance sampling of Markov chains
Cited In (5)
- Coupling from the past with randomized quasi-Monte Carlo
- Computation of the steady-state probability of Markov chain evolving on a mixed state space
- Title not available (Why is that?)
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- Perfect simulation of steady-state Markov chain on mixed state space
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