scientific article; zbMATH DE number 1560256

MaRDI QIDQ4527101zbMATH OpenFDO

Authors David B. Wilson

Publication date 1 February 2001

Full work available at URL https://arxiv.org/abs/math/9912225

zbMATH Keywords

Bayesian inferencecoupling from the pastlayered multishift couplingMarkov-chainperfect sampling algorithmsrandom function generation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• Shift and scale coupling methods for perfect simulation
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Cited in

(11)

• A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Layer sampling
• Complexity Questions in Non-Uniform Random Variate Generation
• Coupled Samples in Simulation
• Comparison inequalities and fastest-mixing Markov chains
• Monotonic multigamma coupling for perfect sampling
• Perfect simulation of steady-state Markov chain on mixed state space
• Return to the Poissonian city
• Perfectly random sampling of truncated multinormal distributions
• Coupling from the past with randomized quasi-Monte Carlo

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