• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail

Explaining the Perfect Sampler

Casella, George; Lavine, Michael; Robert, Christian P. (2001), Explaining the Perfect Sampler, The American Statistician, 55, 4, p. 299-305. http://dx.doi.org/10.1198/000313001753272240

View/Open
2000-49.pdf (216.1Kb)
Type
Article accepté pour publication ou publié
Date
2001
Journal name
The American Statistician
Volume
55
Number
4
Publisher
American Statistical Association
Pages
299-305
Publication identifier
http://dx.doi.org/10.1198/000313001753272240
Metadata
Show full item record
Author(s)
Casella, George
Lavine, Michael
Robert, Christian P.
Abstract (EN)
In 1996, Propp and Wilson introduced coupling from the past (CFTP), an algorithm for generating a sample from the exact stationary distribution of a Markov chain. In 1998, Fill proposed another so–called perfect sampling algorithm. These algorithms have enormous potential in Markov Chain Monte Carlo (MCMC) problems because they eliminate the need to monitor convergence and mixing of the chain. This article provides a brief introduction to the algorithms, with an emphasis on understanding rather than technical detail.
Subjects / Keywords
Coupling from the past; Fill's algorithm; Markov Chain Monte Carlo; Stochastic processes
JEL
C15 - Statistical Simulation Methods: General

Related items

Showing items related by title and author.

  • Thumbnail
    Perfect samplers for mixtures of distributions 
    Casella, George; Mengersen, Kerrie; Robert, Christian P.; Titterington, Mike (2002) Article accepté pour publication ou publié
  • Thumbnail
    Mixture models, latent variables and partitioned importance sampling 
    Casella, George; Robert, Christian P.; Wells, Martin T. (2004) Article accepté pour publication ou publié
  • Thumbnail
    Introducing Monte Carlo Methods with R 
    Robert, Christian P.; Casella, George (2009) Ouvrage
  • Thumbnail
    Rao-blackwellization of generalized accept-reject schemes 
    Wells, Martin T.; Robert, Christian P.; Casella, George (2001) Document de travail / Working paper
  • Thumbnail
    Generalized Accept-Reject Sampling Schemes 
    Casella, George; Robert, Christian P.; Wells, Martin T. (2004) Chapitre d'ouvrage
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo