A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
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DOI: 10.1515/mcma-2019-2050
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References listed on IDEAS
- A. Mira & J. Møller & G. O. Roberts, 2001. "Perfect slice samplers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 593-606.
- Fakhouri H. & Nasroallah A., 2009. "On the simulation of Markov chain steady-state distribution using CFTP algorithm," Monte Carlo Methods and Applications, De Gruyter, vol. 15(2), pages 91-105, January.
- G. Casella & K. L. Mengersen & C. P. Robert & D. M. Titterington, 2002. "Perfect samplers for mixtures of distributions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 777-790, October.
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Keywords
Monte Carlo simulation; Markov chain; steady-state probability; coupling from the past; stiffness;All these keywords.
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