Monotonic multigamma coupling for perfect sampling
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Publication:4912039
DOI10.1080/00949655.2010.548065zbMath1318.60076OpenAlexW2000317430MaRDI 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
monotonicityMarkov chaincoupling from the pastmultigamma couplerperfect samplingread once coupling form the past
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Probability distributions: general theory (60E05)
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Cites Work
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