The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

    Burdzy, K.; Kendall, W. S. Efficient Markovian couplings: examples and counterexamples. Ann. Appl. Probab. 10 (2000), no. 2, 362--409. MR1768241 (2002b:60129)

    Cai, Y.; Kendall, W. S. Perfect simulation for correlated Poisson random variables conditioned to be positive. Stat. Comput. 12 (2002), no. 3, 229--243. MR1933509

    Corcoran, J. N.; Tweedie, R. L. Perfect sampling of ergodic Harris chains. Ann. Appl. Probab. 11 (2001), no. 2, 438--451. MR1843053 (2002g:60111)

    Foss, S. G.; Tweedie, R. L. Perfect simulation and backward coupling. Special issue in honor of Marcel F. Neuts. Comm. Statist. Stochastic Models 14 (1998), no. 1-2, 187--203. MR1617572 (99f:60123)

    Goldstein, S. Maximal coupling. Z. Wahrsch. Verw. Gebiete 46 (1978/79), no. 2, 193--204. MR0516740 (80k:60041)

    Griffeath, D. A maximal coupling for Markov chains. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 31 (1974/75), 95--106. MR0370771 (51 #6996)

    Grimmett, G. R.; Stirzaker, D. R. Probability and random processes. Second edition. The Clarendon Press, Oxford University Press, New York, 1992. xii+541 pp. ISBN: 0-19-853666-6; 0-19-853665-8 MR1199812 (93m:60002)

    Hayes, T.; Vigoda, E. A non-Markovian coupling for randomly sampling colorings. Preprint, University of Chicago Department of Computer Science (2003). Link to PDF file

    Hobert, J. P.; Robert, C. P. A mixture representation of $pi$ with applications in Markov chain Monte Carlo and perfect sampling. Ann. Appl. Probab. 14 (2004), no. 3, 1295--1305. MR2071424

    Huber, M. Time dependent update functions for perfect sampling. Conference presentation at IMS meeting on Monte Carlo Markov chain methods in Singapore (March, 2004).

    Kendall, W. S. Perfect simulation for the area-interaction point process. Probability towards 2000 (New York, 1995), 218--234, Lecture Notes in Statist., 128, Springer, New York, 1998. MR1632588 (99e:62144)

    Kendall, W. S.; Møller, J. Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Adv. in Appl. Probab. 32 (2000), no. 3, 844--865. MR1788098 (2001h:62176)

    Meyn, S. P.; Tweedie, R. L. Markov chains and stochastic stability. Communications and Control Engineering Series. Springer-Verlag London, Ltd., London, 1993. xvi+ 548 pp. ISBN: 3-540-19832-6 MR1287609 (95j:60103)

    Murdoch, D. J.; Green, P. J. Exact sampling from a continuous state space. Scand. J. Statist. 25 (1998), no. 3, 483--502. MR1650023

    Nummelin, E. A splitting technique for Harris recurrent Markov chains. Z. Wahrsch. Verw. Gebiete 43 (1978), no. 4, 309--318. MR0501353 (58 #18732)

    Propp, J. G.; Wilson, D. B. Exact sampling with coupled Markov chains and applications to statistical mechanics. Proceedings of the Seventh International Conference on Random Structures and Algorithms (Atlanta, GA, 1995). Random Structures Algorithms 9 (1996), no. 1-2, 223--252. MR1611693 (99k:60176)

    Roberts, G. O.; Rosenthal, J. S. Small and pseudo-small sets for Markov chains. Stoch. Models 17 (2001), no. 2, 121--145. MR1853437 (2002f:60136)

    Roberts, G. O.; Rosenthal, J. S. One-shot coupling for certain stochastic recursive sequences. Stochastic Process. Appl. 99 (2002), no. 2, 195--208. MR1901153 (2003d:60136)

    Rosenthal, J. S. Quantitative convergence rates of Markov chains: a simple account. Electron. Comm. Probab. 7 (2002), 123--128 (electronic). MR1917546 (2003m:60188)

    Wilson, D. B. How to couple from the past using a read-once source of randomness. Random Structures Algorithms 16 (2000), no. 1, 85--113. MR1728354 (2000h:65025)

    Wilson, D. B. Layered multishift coupling for use in perfect sampling algorithms (with a primer on CFTP). Monte Carlo methods (Toronto, ON, 1998), 143--179, Fields Inst. Commun., 26, Amer. Math. Soc., Providence, RI, 2000. MR1772313 (2001h:65014)

Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.