Perfect Forward Simulation via Simulated Tempering
DOI10.1080/03610910600716753zbMATH Open1128.65001OpenAlexW2043880717MaRDI QIDQ5481741FDOQ5481741
Authors: Jeffrey S. Rosenthal, S. P. Brooks, Yanan Fan 
Publication date: 10 August 2006
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910600716753
Recommendations
regenerationcoupling from the pastsmall setsautoregressive time seriesMarkov chain Monte Carlo (MCMC) schemeband-return datareversible jumping MCMC
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Randomized algorithms (68W20)
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Cited In (7)
- Model choice using reversible jump Markov chain Monte Carlo
- Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
- Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
- Minimising MCMC variance via diffusion limits, with an application to simulated tempering
- Title not available (Why is that?)
- Tuning tempered transitions
- Perfect simulation and backward coupling∗
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