Perfect simulation of conditionally specified models

被引：51

作者：

Moller, J ^{[1
]}

机构：

[1] Aalborg Univ, Dept Math, DK-9220 Aalborg 0, Denmark

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 1999年 / 61卷

关键词：

coupling from the past; exact simulation; Gibbs sampling; locally specified exponential family distributions; Markov chain Monte Carlo methods; Metropolis-Hastings algorithm; spatial statistics;

D O I：

10.1111/1467-9868.00175

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We discuss how the ideas of producing perfect simulations based on coupling from the past for finite state space models naturally extend to multivariate distributions with infinite or uncountable state spaces such as autogamma, auto-Poisson and autonegative binomial models, using Gibbs sampling in combination with sandwiching methods originally introduced for perfect simulation of point processes.

引用

页码：251 / 264

页数：14

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