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Volumn 25, Issue 3, 1998, Pages 483-502

Exact sampling from a continuous state space

Author keywords

Coupling from the past; Gamma coupling; Gibbs sampling; Markov chain Monte Carlo; Metropolis Hastings; Perfect simulation; Rejection sampling

Indexed keywords


EID: 0032363044     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00116     Document Type: Article
Times cited : (109)

References (16)
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  • 3
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    • (1987) Technometrics , vol.29 , pp. 1-15
    • Gaver, D.1    O'Muircheartaigh, I.2
  • 4
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    • Sampling-based approaches to calculating marginal densities
    • Gelfand, A. E. & Smith, A. F. M. (1990). Sampling-based approaches to calculating marginal densities. J. Amer. Statist. Assoc. 85, 398-409.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 5
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    • Full conditional distributions
    • eds W. R. Gilks, S. Richardson & D. J. Speigelhalter Chapman & Hall, London
    • Gilks, W. R. (1996). Full conditional distributions. In Markov chain Monte Carlo in practice, (eds W. R. Gilks, S. Richardson & D. J. Speigelhalter) 75-88. Chapman & Hall, London.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 75-88
    • Gilks, W.R.1
  • 7
    • 0000931378 scopus 로고    scopus 로고
    • Perfect simulation for the area-interaction point process
    • eds L. Accardi & C. C. Heyde, Springer-Verlag,NewYork
    • Kendall, W. (1998). Perfect simulation for the area-interaction point process. In Probability towards 2000, (eds L. Accardi & C. C. Heyde), 218-234. Springer-Verlag, New York.
    • (1998) Probability Towards 2000 , pp. 218-234
    • Kendall, W.1
  • 8
    • 0002559799 scopus 로고    scopus 로고
    • On some weighted Boolean models
    • World Scientific Publishing Company, Singapore
    • Kendall, W. S. (1997). On some weighted Boolean models. In Advances in theory and applications of random sets, 105-120. World Scientific Publishing Company, Singapore.
    • (1997) Advances in Theory and Applications of Random Sets , pp. 105-120
    • Kendall, W.S.1
  • 11
    • 0039648854 scopus 로고    scopus 로고
    • Technical Report R-97-2006, Department of Mathematics, Aaloborg University. J. Roy. Statist. Soc. Ser. B to appear
    • Møller, J. (1997). Perfect simulation of conditionally specified models. Technical Report R-97-2006, Department of Mathematics, Aaloborg University. J. Roy. Statist. Soc. Ser. B to appear.
    • (1997) Perfect Simulation of Conditionally Specified Models
    • Møller, J.1
  • 13
    • 0005193926 scopus 로고    scopus 로고
    • Exact sampling with coupled Markov chains and applications to statistical mechanics
    • Propp, J. G. & Wilson, D. B. (1996). Exact sampling with coupled Markov chains and applications to statistical mechanics. Random Structures Algorithms 9, 223-252.
    • (1996) Random Structures Algorithms , vol.9 , pp. 223-252
    • Propp, J.G.1    Wilson, D.B.2
  • 14
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    • How to get a perfectly random sample from a generic Markov chain and generate a random spanning tree of a directed graph
    • Propp, J. G. & Wilson, D. B. (1998). How to get a perfectly random sample from a generic Markov chain and generate a random spanning tree of a directed graph. J. Algorith. MS 27, 170-217.
    • (1998) J. Algorith. MS , vol.27 , pp. 170-217
    • Propp, J.G.1    Wilson, D.B.2
  • 16
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    • Minorization conditions and convergence rates for Markov chain Monte Carlo
    • Rosenthal, J. S. (1995). Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 90, 558-566.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 558-566
    • Rosenthal, J.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.