Journal article 1657 views
A Non-monotone CFTP perfect simulation method
Yuzhi Cai 
Statistica Sinica, Volume: 15, Pages: 927 - 943
Swansea University Author:
Yuzhi Cai
Abstract
In this paper, we present a non-monotone coupling from the past (CFTP)method for obtaining perfect samples from the equilibrium distribution of a Markovchain. This method requires no monotone structure that is dicult to dene inpractice. We also apply the non-monotone CFTP method to general non-monot...
| Published in: | Statistica Sinica |
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| Published: |
2005
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15294 |
| Abstract: |
In this paper, we present a non-monotone coupling from the past (CFTP)method for obtaining perfect samples from the equilibrium distribution of a Markovchain. This method requires no monotone structure that is dicult to dene inpractice. We also apply the non-monotone CFTP method to general non-monotonebirth-death processes and area-interaction point processes. |
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| Keywords: |
Area-interaction point processes, birth-death processes, CFTP, MCMC, monotone, non-monotone, perfect simulation. |
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
927 |
| End Page: |
943 |