Perfect simulation of positive Gaussian distributions

Statistics and Computing

Volumn 13, Issue 2, 2003, Pages 179-186

  Philippe, Anne ^a   Robert, Christian P ^b  

^a UNIV LILLE   (France)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Accept reject; Coupling from the past; Slice sampling; Stochastic monotonicity

Indexed keywords

EID: 0345832324     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023264710933     Document Type: Article

References (12)

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11. Robert C.P. and Casella G. 1999. Monte Carlo Statistical Methods. Springer Verlag, New York.
12. Wilson D.B. 1998. Annotated bibliography of perfectly random sampling with Markov chains. In: Aldous D. and Propp J. (Eds.), Microsurveys in Discrete Probability, Volume 41 of DIMACS Series in Discrete Mathematics and Theoretical Computer Science, American Mathematical Society, pp. 209-220.