Perfect sampling from independent Metropolis-Hastings chains

DOI10.1016/S0378-3758(01)00243-9zbMath0999.60068OpenAlexW1981165469MaRDI QIDQ1611778

Jem N. Corcoran, Richard L. Tweedie

Publication date: 28 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00243-9

zbMATH Keywords

Markov chainsinvariant measurecoupling from the pastMetropolis algorithmsperfect sampling algorithmsHastings algorithmsbackwards coupling

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

Related Items (9)

Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates ⋮ Exact convergence analysis of the independent Metropolis-Hastings algorithms ⋮ Perfect sampling for Bayesian variable selection in a linear regression model ⋮ A Guide to Exact Simulation ⋮ Exact sampling with highly uniform point sets ⋮ Convergence rates for semistochastic processes ⋮ Pseudo-perfect and adaptive variants of the Metropolis–Hastings algorithm with an independent candidate density ⋮ PERFECT STOCHASTIC SUMMATION IN HIGH ORDER FEYNMAN GRAPH EXPANSIONS ⋮ Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates

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