Journal article 1266 views
A Non-monotone CFTP perfect simulation method
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 |
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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 |