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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2005
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URI: | https://cronfa.swan.ac.uk/Record/cronfa15294 |
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2013-07-30T11:17:48.9369453 v2 15294 2013-07-30 A Non-monotone CFTP perfect simulation method eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2013-07-30 BAF 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. Journal Article Statistica Sinica 15 927 943 Area-interaction point processes, birth-death processes, CFTP, MCMC, monotone, non-monotone, perfect simulation. 30 6 2005 2005-06-30 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2013-07-30T11:17:48.9369453 2013-07-30T10:53:10.9827331 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1 |
title |
A Non-monotone CFTP perfect simulation method |
spellingShingle |
A Non-monotone CFTP perfect simulation method Yuzhi Cai |
title_short |
A Non-monotone CFTP perfect simulation method |
title_full |
A Non-monotone CFTP perfect simulation method |
title_fullStr |
A Non-monotone CFTP perfect simulation method |
title_full_unstemmed |
A Non-monotone CFTP perfect simulation method |
title_sort |
A Non-monotone CFTP perfect simulation method |
author_id_str_mv |
eff7b8626ab4cc6428eef52516fda7d6 |
author_id_fullname_str_mv |
eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai |
author |
Yuzhi Cai |
author2 |
Yuzhi Cai |
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Journal article |
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Statistica Sinica |
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15 |
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927 |
publishDate |
2005 |
institution |
Swansea University |
college_str |
Faculty of Humanities and Social Sciences |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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description |
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. |
published_date |
2005-06-30T03:17:25Z |
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1763750388039680000 |
score |
11.021648 |