Catalytic perfect simulation

DOI10.1023/A:1012205210377zbMath0999.60069OpenAlexW2046379078MaRDI QIDQ1610835

Gareth O. Roberts, Laird Breyer

Publication date: 20 August 2002

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012205210377

zbMATH Keywords

Markov chainsMetropolis-Hastings algorithmcoupling constructionsperfect sampling methodologyperfect simulation techniquesRead-Once CFTP algorithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (8)

A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling. ⋮ Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques ⋮ One-shot CFTP; application to a class of truncated Gaussian densities ⋮ Monotonic multigamma coupling for perfect sampling ⋮ Perfect Simulation for Image Restoration ⋮ Small sets and Markov transition densities. ⋮ Perfect Forward Simulation via Simulated Tempering ⋮ Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution

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