scientific article; zbMATH DE number 1560253

MaRDI QIDQ4527098zbMATH OpenFDO

Authors Duncan J. Murdoch

Publication date 26 April 2001

zbMATH Keywords

Bayesian inferencecoupling from the pastexact samplingMarkov chain Monte Carlo processuniform ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Exact Sampling from a Continuous State Space
• scientific article; zbMATH DE number 2163509
• scientific article; zbMATH DE number 1195782
• Catalytic perfect simulation
• Exact sampling with coupled Markov chains and applications to statistical mechanics

Cited in

(6)

• Perfect sampling for Bayesian variable selection in a linear regression model
• Exact sampling for intractable probability distributions via a Bernoulli factory
• Regeneration-enriched Markov processes with application to Monte Carlo
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• On the simulation of Markov chain steady-state distribution using CFTP algorithm
• Exact Sampling from a Continuous State Space

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4527098)