Monotonic multigamma coupling for perfect sampling
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Publication:4912039
DOI10.1080/00949655.2010.548065zbMath1318.60076MaRDI QIDQ4912039
Publication date: 21 March 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.548065
monotonicity; Markov chain; coupling from the past; multigamma coupler; perfect sampling; read once coupling form the past
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
60J05: Discrete-time Markov processes on general state spaces
60E05: Probability distributions: general theory
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Cites Work
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