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Catalytic Perfect Simulation

Author

Listed:
  • L. A. Breyer

    (Lancaster University)

  • G. O. Roberts

    (Lancaster University)

Abstract

We introduce a methodology for perfect simulation using so called catalysts to modify random fields. Our methodology builds on a number of ideas previously introduced by Breyer and Roberts (1999), by Murdoch (1999), and by Wilson (2000). We illustrate our techniques by simulating two examples of Bayesian posterior distributions.

Suggested Citation

  • L. A. Breyer & G. O. Roberts, 2001. "Catalytic Perfect Simulation," Methodology and Computing in Applied Probability, Springer, vol. 3(2), pages 161-177, June.
    • Handle: RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012205210377
    DOI: 10.1023/A:1012205210377
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    Cited by:

    1. Kendall, Wilfrid S. & Montana, Giovanni, 2002. "Small sets and Markov transition densities," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 177-194, June.
    2. A. Beskos & G. O. Roberts, 2005. "One-Shot CFTP; Application to a Class of Truncated Gaussian Densities," Methodology and Computing in Applied Probability, Springer, vol. 7(4), pages 407-437, December.

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