On the simulation of Markov chain steady-state distribution using CFTP algorithm
From MaRDI portal
Publication:3182209
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)
Recommendations
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
- Widening and clustering techniques allowing the use of monotone CFTP algorithm
- Coupling from the past with randomized quasi-Monte Carlo
- scientific article; zbMATH DE number 1560253
- How to couple from the past using a read-once source of randomness
Cites work
- scientific article; zbMATH DE number 1545677 (Why is no real title available?)
- An interruptible algorithm for perfect sampling via Markov chains
- Computable bounds for geometric convergence rates of Markov chains
- Exact Sampling from a Continuous State Space
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- How to couple from the past using a read-once source of randomness
- Importance Sampling for Stochastic Simulations
- Markov chains for exploring posterior distributions. (With discussion)
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On the Choice of Alternative Measures in Importance Sampling with Markov Chains
- Perfect Samplers for Mixtures of Distributions
- Perfect simulation and backward coupling∗
- Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
- Perfect slice samplers
- Potentially unlimited variance reduction in importance sampling of Markov chains
- Sampling-Based Approaches to Calculating Marginal Densities
Cited in
(6)- scientific article; zbMATH DE number 5017183 (Why is no real title available?)
- Coupling from the past with randomized quasi-Monte Carlo
- Computation of the steady-state probability of Markov chain evolving on a mixed state space
- Perfect simulation of steady-state Markov chain on mixed state space
- Widening and clustering techniques allowing the use of monotone CFTP algorithm
- A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
This page was built for publication: On the simulation of Markov chain steady-state distribution using CFTP algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3182209)
