Exact simulations

Christian Lantuéjoul
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Christian Lantuéjoul: École des Mines, Centre de Géostatistique

Chapter 10 in Geostatistical Simulation, 2002, pp 101-115 from Springer

Abstract: Abstract The previous chapter highlighted the difficulties in determining the rate of convergence of an iterative Markov algorithm quantitatively. This is very frustrating as the only problem is to generate one state from the target distribution: then it suffices to run the transition kernel from that state to produce as many as desired.

Date: 2002
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DOI: 10.1007/978-3-662-04808-5_10

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