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How rates of convergence for gibbs fields depend on the interaction and the kind of scanning used / Yuzhi Cai

Markov Process and Controlled Markov Chains

Swansea University Author: Cai, Yuzhi

Abstract

In this paper we describe recent empirical work using perfect simulation toinvestigate how rates of convergence for Gibbs fields might depend onthe interaction between sites andthe kind of scanning used. We also give some experiment results onKendall's (1998) perfect simulation method for area-...

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Published in: Markov Process and Controlled Markov Chains
Published: 2002
URI: https://cronfa.swan.ac.uk/Record/cronfa15301
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Abstract: In this paper we describe recent empirical work using perfect simulation toinvestigate how rates of convergence for Gibbs fields might depend onthe interaction between sites andthe kind of scanning used. We also give some experiment results onKendall's (1998) perfect simulation method for area-interactionprocess, which show that the repulsive case could be quicker orslower than the attractive case for different choices ofthe parameters.
Keywords: McMC, Gibbs sampler, Perfect simulation, coalescence time, attractive, repulsive, area-interaction
College: School of Management
End Page: 498