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

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dc.creatorFill, James Allen
dc.creatorMachida, Motoya
dc.creatorMurdoch, Duncan J.
dc.creatorRosenthal, Jeffrey S.
dc.date2001-05-30
dc.date.accessioned2026-07-07T08:05:58Z
dc.date.available2026-07-07T08:05:58Z
dc.descriptionBy 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.
dc.descriptionSee also http://www.mts.jhu.edu/~fill/ and http://www.math.usu.edu/~machida/
dc.identifierhttps://arxiv.org/abs/math/0105252
dc.identifierhttp://arxiv.org/abs/math/0105252
dc.identifierRandom Structures Algorithms 17 (2000) 290-316
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130453
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J10, 68U20 (primary), 60G40, 62D05, 65C05, 65C10, 65C40 (secondary)
dc.titleExtension of Fill's perfect rejection sampling algorithm to general chains
dc.typetext

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