Perfect simulation of conditionally specified models

J. Møller

Journal of the Royal Statistical Society Series B, 1999, vol. 61, issue 1, 251-264

Abstract: 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.

Date: 1999
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