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Journal article 1313 views

A Non-monotone CFTP perfect simulation method

Yuzhi Cai Orcid Logo

Statistica Sinica, Volume: 15, Pages: 927 - 943

Swansea University Author: Yuzhi Cai Orcid Logo

Abstract

In this paper, we present a non-monotone coupling from the past (CFTP)method for obtaining perfect samples from the equilibrium distribution of a Markovchain. This method requires no monotone structure that is dicult to dene inpractice. We also apply the non-monotone CFTP method to general non-monot...

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Published in: Statistica Sinica
Published: 2005
URI: https://cronfa.swan.ac.uk/Record/cronfa15294
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first_indexed 2013-08-22T01:57:37Z
last_indexed 2018-02-09T04:47:08Z
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spelling 2013-07-30T11:17:48.9369453 v2 15294 2013-07-30 A Non-monotone CFTP perfect simulation method eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2013-07-30 BAF In this paper, we present a non-monotone coupling from the past (CFTP)method for obtaining perfect samples from the equilibrium distribution of a Markovchain. This method requires no monotone structure that is dicult to dene inpractice. We also apply the non-monotone CFTP method to general non-monotonebirth-death processes and area-interaction point processes. Journal Article Statistica Sinica 15 927 943 Area-interaction point processes, birth-death processes, CFTP, MCMC, monotone, non-monotone, perfect simulation. 30 6 2005 2005-06-30 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2013-07-30T11:17:48.9369453 2013-07-30T10:53:10.9827331 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1
title A Non-monotone CFTP perfect simulation method
spellingShingle A Non-monotone CFTP perfect simulation method
Yuzhi Cai
title_short A Non-monotone CFTP perfect simulation method
title_full A Non-monotone CFTP perfect simulation method
title_fullStr A Non-monotone CFTP perfect simulation method
title_full_unstemmed A Non-monotone CFTP perfect simulation method
title_sort A Non-monotone CFTP perfect simulation method
author_id_str_mv eff7b8626ab4cc6428eef52516fda7d6
author_id_fullname_str_mv eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai
author Yuzhi Cai
author2 Yuzhi Cai
format Journal article
container_title Statistica Sinica
container_volume 15
container_start_page 927
publishDate 2005
institution Swansea University
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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description In this paper, we present a non-monotone coupling from the past (CFTP)method for obtaining perfect samples from the equilibrium distribution of a Markovchain. This method requires no monotone structure that is dicult to dene inpractice. We also apply the non-monotone CFTP method to general non-monotonebirth-death processes and area-interaction point processes.
published_date 2005-06-30T03:17:25Z
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score 11.037581

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