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arXiv math/0106002math.PRmath.STstat.TH
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Extension of Fill's perfect rejection sampling algorithm to general chains (Extended abstract)

James Allen Fill, Motoya Machida, Duncan J. Murdoch, Jeffrey S. Rosenthal

英文摘要:

We 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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