Extension of Fill's perfect rejection sampling algorithm to general chains
نویسندگان
چکیده
We provide an extension of the perfect sampling algorithm of Fill (1998) to general chains, and describe how use of bounding processes can ease computational burden. Along the way, we unearth a simple connection between the Coupling From The Past (CFTP) algorithm originated by Propp and Wilson (1996) and our extension of Fill’s algorithm.
منابع مشابه
Extension of Fill's Perfect Rejection Sampling Algorithm to General Chains (ext. Abs.)
We provide an extension of the perfect sampling algorithm of Fill (1998) to general chains, and describe how use of bounding processes can ease computational burden. Along the way, we unearth a simple connection between the Coupling From The Past (CFTP) algorithm originated by Propp and Wilson (1996) and our extension of Fill's algorithm.
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ورودعنوان ژورنال:
- Random Struct. Algorithms
دوره 17 شماره
صفحات -
تاریخ انتشار 2000