Perfect Forward Simulation via Simulated Tempering
نویسندگان
چکیده
منابع مشابه
Perfect Forward Simulation via Simulated Tempering
Several authors discuss how the simulated tempering scheme provides a very simple mechanism for introducing regenerations within a Markov chain. In this paper we explain how regenerative simulated tempering schemes provide a very natural mechanism for perfect simulation. We use this to provide a perfect simulation algorithm, which uses a single-sweep forward-simulation without the need for recu...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2006
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610910600716753