Catalytic Perfect Simulation

被引：13

作者：

Breyer, L. A. ^{[1
]}

Roberts, G. O. ^{[1
]}

机构：

[1] Univ Lancaster, Dept Math, Lancaster LA1 4YW, England

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2001年 / 3卷 / 02期

关键词：

Markov chains; coupling constructions; gibbs samplers; perfect simulation;

D O I：

10.1023/A:1012205210377

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 introduce a methodology for perfect simulation using so called catalysts to modify random elds. Our methodology builds on a number of ideas previously introduced by Breyer and Roberts (1999), by Murdoch (1999), and by Wilson (1999). We illustrate our techniques by simulating two examples of Bayesian posterior distributions.

引用

页码：161 / 177

页数：17

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