Extension of Fill's perfect rejection sampling algorithm to general chains (Extended abstract)

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We provide an extension of the perfect sampling algorithm of Fill (1998) to general chains, 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/

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

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http://salesiana.dossiersoluciones.com/handle/123456789/130454

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0106002
 http://arxiv.org/abs/math/0106002
 Fields Institute Comm 26 (2000) 37-52

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arXiv