Perfect sampling of ergodic Harris chains
Work
Year: 2001
Type: article
Abstract: We develop an algorithm for simulating “perfect” random samples from the invariant measure of a Harris recurrent Markov chain.The method uses backward coupling of embedded regeneration times and works... more
Authors Jem N. Corcoran, Richard L. Tweedie
Institution University of Minnesota
Cites: 19
Cited by: 46
Related to: 10
FWCI: 4.507
Citation percentile (by year/subfield): 80.29
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze