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

Simple item page
dc.creatorFill, James Allen
dc.creatorMachida, Motoya
dc.creatorMurdoch, Duncan J.
dc.creatorRosenthal, Jeffrey S.
dc.date2001-06-01
dc.date.accessioned2026-07-07T08:05:59Z
dc.date.available2026-07-07T08:05:59Z
dc.descriptionWe 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.
dc.descriptionSee also http://www.mts.jhu.edu/~fill/ and http://www.math.usu.edu/~machida/
dc.identifierhttps://arxiv.org/abs/math/0106002
dc.identifierhttp://arxiv.org/abs/math/0106002
dc.identifierFields Institute Comm 26 (2000) 37-52
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130454
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J10, 68U20 (primary), 60G40, 62D05, 65C05 (secondary)
dc.titleExtension of Fill's perfect rejection sampling algorithm to general chains (Extended abstract)
dc.typetext

Files

Collections

arXiv