Title
Extension of Fill's perfect rejection sampling algorithm to general chains
Abstract
We provide an extension of the perfect sampling algorithm of Fill (1998) to general chains, and describe how use of bounding pro- cesses can ease computational burden. Along the way, we unearth a simple connection between the Coupling From The Past (CFTP) algo- rithm originated by Propp and Wilson (1996) and our extension of Fill's algorithm.
Year
DOI
Venue
2000
10.1002/1098-2418(200010/12)17:3/4<290::AID-RSA6>3.0.CO;2-Q
Random Struct. Algorithms
Keywords
Field
DocType
general chain,perfect rejection,coupling from the past,markov chain monte carlo,polish space,partially ordered set,state space,rejection sampling,time reversal,imputation,coalescence
Rejection sampling,Combinatorics,Coupling from the past,Markov chain Monte Carlo,struct,Algorithm,Polish space,Partially ordered set,Mathematics,Bounding overwatch,Randomness
Journal
Volume
Issue
ISSN
17
3-4
Random Structures Algorithms 17 (2000) 290-316
Citations 
PageRank 
References 
14
1.15
8
Authors
4
Name
Order
Citations
PageRank
James Allen Fill125340.88
Motoya Machida2141.49
Duncan J. Murdoch3172.65
Jeffrey S. Rosenthal435743.06