Catalytic Perfect Simulation

L. A. Breyer () and G. O. Roberts ()
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L. A. Breyer: Lancaster University
G. O. Roberts: Lancaster University

Methodology and Computing in Applied Probability, 2001, vol. 3, issue 2, 161-177

Abstract: Abstract We introduce a methodology for perfect simulation using so called catalysts to modify random fields. Our methodology builds on a number of ideas previously introduced by Breyer and Roberts (1999), by Murdoch (1999), and by Wilson (2000). We illustrate our techniques by simulating two examples of Bayesian posterior distributions.

Keywords: Markov chains; coupling constructions; gibbs samplers; perect simulation (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1012205210377

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