Extension of Fill's perfect rejection sampling algorithm to general chains

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

By developing and applying a broad framework for rejection sampling using auxiliary randomness, we provide an extension of the perfect sampling algorithm of Fill (1998) to general chains on quite general state spaces, and describe how use of bounding processes can ease computational burden. Along the way, we unearth a simple connection between the Coupling From The Past (CFTP) algorithm originated by Propp and Wilson (1996) and our extension of Fill's algorithm.
See also http://www.mts.jhu.edu/~fill/ and http://www.math.usu.edu/~machida/

Keywords

Probability, Statistics Theory, 60J10, 68U20 (primary), 60G40, 62D05, 65C05, 65C10, 65C40 (secondary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/130453

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0105252
 http://arxiv.org/abs/math/0105252
 Random Structures Algorithms 17 (2000) 290-316

Collections

arXiv