No Cover Image

Journal article 1657 views

A Non-monotone CFTP perfect simulation method

Yuzhi Cai Orcid Logo

Statistica Sinica, Volume: 15, Pages: 927 - 943

Swansea University Author: Yuzhi Cai Orcid Logo

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...

Full description

Published in: Statistica Sinica
Published: 2005
URI: https://cronfa.swan.ac.uk/Record/cronfa15294
first_indexed 2013-08-22T01:57:37Z
last_indexed 2018-02-09T04:47:08Z
id cronfa15294
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2013-07-30T11:17:48.9369453</datestamp><bib-version>v2</bib-version><id>15294</id><entry>2013-07-30</entry><title>A Non-monotone CFTP perfect simulation method</title><swanseaauthors><author><sid>eff7b8626ab4cc6428eef52516fda7d6</sid><ORCID>0000-0003-3509-9787</ORCID><firstname>Yuzhi</firstname><surname>Cai</surname><name>Yuzhi Cai</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2013-07-30</date><deptcode>CBAE</deptcode><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.</abstract><type>Journal Article</type><journal>Statistica Sinica</journal><volume>15</volume><journalNumber></journalNumber><paginationStart>927</paginationStart><paginationEnd>943</paginationEnd><publisher/><placeOfPublication/><issnPrint/><issnElectronic/><keywords>Area-interaction point processes, birth-death processes, CFTP, MCMC, monotone, non-monotone, perfect simulation.</keywords><publishedDay>30</publishedDay><publishedMonth>6</publishedMonth><publishedYear>2005</publishedYear><publishedDate>2005-06-30</publishedDate><doi/><url/><notes/><college>COLLEGE NANME</college><department>Management School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>CBAE</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2013-07-30T11:17:48.9369453</lastEdited><Created>2013-07-30T10:53:10.9827331</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Yuzhi</firstname><surname>Cai</surname><orcid>0000-0003-3509-9787</orcid><order>1</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 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 CBAE 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 Management School COLLEGE CODE CBAE 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
format Journal article
container_title Statistica Sinica
container_volume 15
container_start_page 927
publishDate 2005
institution Swansea University
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
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 2005-06-30T10:47:54Z
_version_ 1850664996043751424
score 11.088971

Similar Items