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 Fill | 1 | 253 | 40.88 |
Motoya Machida | 2 | 14 | 1.49 |
Duncan J. Murdoch | 3 | 17 | 2.65 |
Jeffrey S. Rosenthal | 4 | 357 | 43.06 |