Perfect simulation of conditionally specified models | Zendy

Møller J. | Zendy

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Perfect simulation of conditionally specified models

Author(s) -

Møller J.

Publication year - 1999

Publication title -

journal of the royal statistical society: series b (statistical methodology)

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 6.523

H-Index - 137

eISSN - 1467-9868

pISSN - 1369-7412

DOI - 10.1111/1467-9868.00175

Subject(s) - uncountable set , poisson distribution , gibbs sampling , state space , sampling (signal processing) , statistical physics , mathematics , multivariate statistics , computer science , coupling (piping) , binomial (polynomial) , state (computer science) , discrete mathematics , algorithm , statistics , physics , mechanical engineering , bayesian probability , countable set , filter (signal processing) , engineering , computer vision

We discuss how the ideas of producing perfect simulations based on coupling from the past for finite state space models naturally extend to multivariate distributions with infinite or uncountable state spaces such as auto‐gamma, auto‐Poisson and autonegative binomial models, using Gibbs sampling in combination with sandwiching methods originally introduced for perfect simulation of point processes.

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