Perfect slice samplers

• 成果类型: Article
• 署名作者: Mira, A; Moller, J; Roberts, GO
• 署名单位: Lancaster University; University of Insubria; Aalborg University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/1467-9868.00301
• 发表日期: 2001
• 页码: 593-606
• 关键词: markov-chains; simulation; algorithm

摘要

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.