Explaining the Perfect Sampler
Year of publication: |
2001
|
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Authors: | Casella, George ; Lavine, Michael ; Robert, Christian P. |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Coupling from the past | Fill's algorithm | Markov Chain Monte Carlo | Stochastic processes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in The American Statistician, 2001, Vol. 55, no. 4. pp. 299-305.Length: 6 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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