scientific article; zbMATH DE number 5017183

MaRDI QIDQ3378800zbMATH OpenFDO

Authors Yuzhi Cai

Publication date 4 April 2006

zbMATH Keywords

area-interaction point processbirth-death processMarkov chain Monte Carlo methodnumerical examplesperfect simulation

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(11)

• Catalytic perfect simulation
• Bayesian analysis of a Gibbs hard-core point pattern model with varying repulsion range
• A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
• A non-commutative version of the coupling from the past algorithm
• Notes on perfect simulation
• Kalikow-type decomposition for multicolor infinite range particle systems
• Monotonicity requirements for efficient exact sampling with Markov chains
• Perfect simulation of steady-state Markov chain on mixed state space
• Perfect stochastic EM
• Computation of the steady-state probability of Markov chain evolving on a mixed state space
• Widening and clustering techniques allowing the use of monotone CFTP algorithm

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