Perfect simulation of conditionally specified models

• 成果类型: Article
• 署名作者: Moller, J
• 署名单位: Aalborg University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/1467-9868.00175
• 发表日期: 1999
• 页码: 251-264
• 关键词: markov-chains

摘要

We discuss how the ideas of producing perfect simulations based on coupling from the past for finite state space models naturally extend to multivariate distributions with infinite or uncountable state spaces such as autogamma, auto-Poisson and autonegative binomial models, using Gibbs sampling in combination with sandwiching methods originally introduced for perfect simulation of point processes.