Extensions of Fill's algorithm for perfect simulation
J. Møller and
K. Schladitz
Journal of the Royal Statistical Society Series B, 1999, vol. 61, issue 4, 955-969
Abstract:
Fill's algorithm for perfect simulation for attractive finite state space models, unbiased for user impatience, is presented in terms of stochastic recursive sequences and extended in two ways. Repulsive discrete Markov random fields with two coding sets like the auto‐Poisson distribution on a lattice with 4‐neighbourhood can be treated as monotone systems if a particular partial ordering and quasi‐maximal and quasi‐minimal states are used. Fill's algorithm then applies directly. Combining Fill's rejection sampling with sandwiching leads to a version of the algorithm which works for general discrete conditionally specified repulsive models. Extensions to other types of models are briefly discussed.
Date: 1999
References: Add references at CitEc
Citations:
Downloads: (external link)
https://doi.org/10.1111/1467-9868.00213
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:61:y:1999:i:4:p:955-969
Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868
Access Statistics for this article
Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom
More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().