Perfect slice samplers
A. Mira, J. Møller, G. O. Roberts
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2001 · Volume 63 · Issue 3
Abstract
Perfect sampling allows the exact simulation of random variables from the stationary measure of a Markov chain. By exploiting monotonicity properties of the slice sampler we show that a perfect version of the algorithm can be easily implemented, at least when the target distribution is bounded. Various extensions, including perfect product slice samplers, and examples of applications are discussed.
Keywords
Automodels, Auxiliary variables, Coupling from the past, Ising model, Perfect simulation, Random fields, Swendsen–Wang algorithm
Enable JavaScript for citation tools and additional paper interactions.